Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611978.3159 | 471363.2647 | 140615.0512 | 283801.9639 | 33374.3689 | 250427.595 |
Total P&L (%) | 611.9783 | 471.3633 | 140.6151 | 283.802 | 33.3744 | 250.4276 |
Avg Daily Profit (%) | 0.3483 | 0.2683 | 0.08 | 0.0766 | 0.0164 | 0.0714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142339 | -139312 | -74157 | -156347 | -179175 | -122287 |
Profit Factor | 1.7423 | 2.0975 | 1.356 | 1.2565 | 1.0536 | 1.5175 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 60 | 20 | 40 | 60 | 20 | 40 |
Losing Trades | 85 | 53 | 32 | 85 | 53 | 32 |
Profitability (%) | 41.3793 | 27.3973 | 55.5556 | 41.3793 | 27.3973 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.4683 | 5.5584 | 1.0848 | 1.78 | 2.7921 | 1.214 |
Largest Winning Trade | 277043 | 277043 | 57050 | 158856 | 158856 | 91850 |
Largest Losing Trade | -63061 | -28153 | -63061 | -83799 | -58232 | -83799 |
Avg Bars in Trades | 143 | 128 | 158 | 143 | 128 | 158 |
Avg Bars in Winners | 238 | 252 | 231 | 238 | 252 | 231 |
Avg Bars in Losers | 76 | 81 | 68 | 76 | 81 | 68 |
Bars Traded | 20797 | 9364 | 11433 | 20797 | 9364 | 11433 |
Profit Streak | 0 | 0 | 139.5512 | 0 | 0 | 139.5512 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347025 | -79014 | -162712 | -92737 | -425414 | -173239 |
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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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