Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363514.7479 | 261598.6682 | 101916.0798 | 376436.4638 | 187512.3164 | 188924.1473 |
Total P&L (%) | 363.5147 | 261.5987 | 101.9161 | 376.4365 | 187.5123 | 188.9241 |
Avg Daily Profit (%) | 0.1658 | 0.1193 | 0.0465 | 0.0712 | 0.0482 | 0.0484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118654 | -107908 | -115616 | -292896 | -317428 | -264481 |
Profit Factor | 1.6416 | 1.9811 | 1.3397 | 1.2558 | 1.2507 | 1.2612 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 44.2029 | 39.1304 | 49.2754 | 44.2029 | 39.1304 | 49.2754 |
Ratio Avg Win / Avg Loss | 2.0721 | 3.0817 | 1.3791 | 1.5852 | 1.9455 | 1.2982 |
Largest Winning Trade | 141974 | 141974 | 47526 | 186691 | 186691 | 135973 |
Largest Losing Trade | -35419 | -19628 | -35419 | -86639 | -79988 | -86639 |
Avg Bars in Trades | 60 | 47 | 73 | 60 | 47 | 73 |
Avg Bars in Winners | 97 | 86 | 105 | 97 | 86 | 105 |
Avg Bars in Losers | 31 | 22 | 42 | 31 | 22 | 42 |
Bars Traded | 8381 | 3298 | 5083 | 8381 | 3298 | 5083 |
Profit Streak | 0 | 0 | 76.0419 | 0 | 0 | 76.0419 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307737 | -136141 | -231369 | -98796 | -233857 | -229289 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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