Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614913.6416 | 498675.3247 | 116238.3169 | 217565.4334 | 21184.9005 | 196380.5329 |
Total P&L (%) | 614.9136 | 498.6753 | 116.2383 | 217.5654 | 21.1849 | 196.3805 |
Avg Daily Profit (%) | 0.3499 | 0.2838 | 0.0661 | 0.0658 | 0.0109 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111693 | -123003 | -77519 | -265687 | -294881 | -202508 |
Profit Factor | 1.7492 | 2.1766 | 1.2928 | 1.1167 | 1.0216 | 1.2226 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 57 | 20 | 37 | 57 | 20 | 37 |
Losing Trades | 90 | 54 | 36 | 90 | 54 | 36 |
Profitability (%) | 38.7755 | 27.027 | 50.6849 | 38.7755 | 27.027 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.7619 | 5.8769 | 1.2579 | 1.7632 | 2.7583 | 1.1896 |
Largest Winning Trade | 361533 | 361533 | 63930 | 195356 | 195356 | 113502 |
Largest Losing Trade | -45392 | -31298 | -45392 | -93485 | -71721 | -93485 |
Avg Bars in Trades | 141 | 123 | 159 | 141 | 123 | 159 |
Avg Bars in Winners | 239 | 250 | 234 | 239 | 250 | 234 |
Avg Bars in Losers | 78 | 75 | 83 | 78 | 75 | 83 |
Bars Traded | 20780 | 9102 | 11678 | 20780 | 9102 | 11678 |
Profit Streak | 0 | 0 | 31.5135 | 0 | 0 | 31.5135 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311728 | -72860 | -175901 | -200108 | -465345 | -182065 |
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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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