Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769385.4169 | 635708.0669 | 133677.35 | 269976.1587 | -39694.8056 | 309670.9643 |
Total P&L (%) | 769.3854 | 635.7081 | 133.6774 | 269.9762 | -39.6948 | 309.671 |
Avg Daily Profit (%) | 0.5174 | 0.4275 | 0.0899 | 0.088 | -0.034 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191970 | -143013 | -70052 | -1348342 | -1018523 | -613457 |
Profit Factor | 1.9547 | 2.3852 | 1.3853 | 1.049 | 0.987 | 1.1258 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 33.7838 | 28.3784 | 39.1892 | 33.7838 | 28.3784 | 39.1892 |
Ratio Avg Win / Avg Loss | 3.8313 | 6.0198 | 2.1496 | 2.0561 | 2.4909 | 1.7469 |
Largest Winning Trade | 481594 | 481594 | 66037 | 980145 | 980145 | 451752 |
Largest Losing Trade | -29722 | -29722 | -29542 | -507641 | -290783 | -507641 |
Avg Bars in Trades | 118 | 104 | 133 | 118 | 104 | 133 |
Avg Bars in Winners | 211 | 156 | 252 | 211 | 156 | 252 |
Avg Bars in Losers | 71 | 83 | 56 | 71 | 83 | 56 |
Bars Traded | 17580 | 7712 | 9868 | 17580 | 7712 | 9868 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307763 | -64857 | -139882 | -246821 | -657383 | -215981 |
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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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