Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353505.2285 | 294764.6996 | 58740.5289 | 16604.2541 | 355189.7242 | -338585.47 |
Total P&L (%) | 353.5052 | 294.7647 | 58.7405 | 16.6043 | 355.1897 | -338.5855 |
Avg Daily Profit (%) | 0.22 | 0.1835 | 0.0366 | 0.0096 | 0.0944 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166295 | -122204 | -151298 | -485906 | -246866 | -610877 |
Profit Factor | 1.3964 | 1.6381 | 1.1367 | 1.0074 | 1.369 | 0.7332 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 60.1399 | 56.9444 | 63.3803 | 60.1399 | 56.9444 | 63.3803 |
Ratio Avg Win / Avg Loss | 0.9255 | 1.2385 | 0.6567 | 0.6677 | 1.0351 | 0.4236 |
Largest Winning Trade | 93681 | 93681 | 36743 | 168986 | 168986 | 96742 |
Largest Losing Trade | -51557 | -47111 | -51557 | -251535 | -132310 | -251535 |
Avg Bars in Trades | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 51 | 64 | 35 | 51 | 64 | 35 |
Bars Traded | 6076 | 3500 | 2576 | 6076 | 3500 | 2576 |
Profit Streak | 0 | 0 | 78.3825 | 0 | 0 | 78.3825 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305690 | -68809 | -300243 | -401528 | -144756 | -664354 |
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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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