Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693093.4455 | 576435.1264 | 116658.3191 | 292056.7851 | 250484.5589 | 41572.2262 |
Total P&L (%) | 693.0934 | 576.4351 | 116.6583 | 292.0568 | 250.4846 | 41.5722 |
Avg Daily Profit (%) | 0.3026 | 0.2517 | 0.0509 | 0.0597 | 0.0548 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194559 | -134278 | -130918 | -296200 | -236945 | -150270 |
Profit Factor | 1.7368 | 2.0455 | 1.2996 | 1.2486 | 1.358 | 1.0875 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 42.7586 | 39.726 | 45.8333 | 42.7586 | 39.726 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.325 | 3.1035 | 1.5359 | 1.6715 | 2.0605 | 1.2852 |
Largest Winning Trade | 389686 | 389686 | 63163 | 262182 | 262182 | 81518 |
Largest Losing Trade | -39901 | -39901 | -38964 | -131375 | -131375 | -66014 |
Avg Bars in Trades | 92 | 97 | 87 | 92 | 97 | 87 |
Avg Bars in Winners | 120 | 122 | 117 | 120 | 122 | 117 |
Avg Bars in Losers | 72 | 80 | 61 | 72 | 80 | 61 |
Bars Traded | 13421 | 7125 | 6296 | 13421 | 7125 | 6296 |
Profit Streak | 0 | 0 | 43.7246 | 0 | 0 | 43.7246 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351894 | -63585 | -204220 | -114792 | -194174 | -379480 |
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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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