Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364129.7326 | 345699.0003 | 18430.7323 | 17901.962 | -17280.6286 | 35182.5906 |
Total P&L (%) | 364.1297 | 345.699 | 18.4307 | 17.902 | -17.2806 | 35.1826 |
Avg Daily Profit (%) | 0.1509 | 0.1432 | 0.0076 | 0.0068 | -0.0079 | 0.0125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141602 | -71045 | -181006 | -152796 | -131732 | -127253 |
Profit Factor | 1.4773 | 1.9027 | 1.0485 | 1.0212 | 0.9644 | 1.0982 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 54.3103 | 56.8966 | 51.7241 | 54.3103 | 56.8966 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.2428 | 1.4415 | 0.9786 | 0.8591 | 0.7306 | 1.025 |
Largest Winning Trade | 126590 | 126590 | 72050 | 68014 | 68014 | 64900 |
Largest Losing Trade | -69628 | -44521 | -69628 | -65376 | -65376 | -61273 |
Avg Bars in Trades | 39 | 24 | 54 | 39 | 24 | 54 |
Avg Bars in Winners | 46 | 22 | 73 | 46 | 22 | 73 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 4566 | 1425 | 3141 | 4566 | 1425 | 3141 |
Profit Streak | 0 | 0 | 13.9963 | 0 | 0 | 13.9963 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332465 | -178207 | -538633 | -389981 | -759661 | -470580 |
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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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