Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487281.8877 | 397038.0168 | 90243.8709 | 60820.8535 | 33608.2566 | 27212.5969 |
Total P&L (%) | 487.2819 | 397.038 | 90.2439 | 60.8209 | 33.6083 | 27.2126 |
Avg Daily Profit (%) | 0.3294 | 0.2684 | 0.061 | 0.0321 | 0.0196 | 0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101124 | -103019 | -72408 | -188014 | -149404 | -155957 |
Profit Factor | 1.6217 | 1.9974 | 1.234 | 1.0525 | 1.0598 | 1.0457 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 58 | 22 | 36 | 58 | 22 | 36 |
Losing Trades | 84 | 49 | 35 | 84 | 49 | 35 |
Profitability (%) | 40.8451 | 30.9859 | 50.7042 | 40.8451 | 30.9859 | 50.7042 |
Ratio Avg Win / Avg Loss | 2.3487 | 4.4488 | 1.1997 | 1.5243 | 2.3604 | 1.0166 |
Largest Winning Trade | 306158 | 306158 | 66859 | 144492 | 144492 | 77870 |
Largest Losing Trade | -48812 | -29350 | -48812 | -155957 | -32623 | -155957 |
Avg Bars in Trades | 40 | 31 | 50 | 40 | 31 | 50 |
Avg Bars in Winners | 63 | 50 | 71 | 63 | 50 | 71 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 5818 | 2228 | 3591 | 5818 | 2228 | 3591 |
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 | 310049 | -82351 | -198664 | -315439 | -417517 | -431641 |
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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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