Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240407.6726 | 128391.337 | 112016.3357 | 13825.6337 | 19692.7627 | -5867.129 |
Total P&L (%) | 240.4077 | 128.3913 | 112.0163 | 13.8256 | 19.6928 | -5.8671 |
Avg Daily Profit (%) | 0.1498 | 0.08 | 0.0698 | 0.0081 | 0.0112 | -0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90503 | -78870 | -51786 | -225284 | -137190 | -133527 |
Profit Factor | 1.4779 | 1.4807 | 1.4747 | 1.0196 | 1.0556 | 0.9834 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 48.227 | 43.662 | 52.8571 | 48.227 | 43.662 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.5866 | 1.9106 | 1.3153 | 1.0945 | 1.362 | 0.877 |
Largest Winning Trade | 276322 | 276322 | 56623 | 234897 | 234897 | 70500 |
Largest Losing Trade | -30725 | -28390 | -30725 | -72914 | -63267 | -72914 |
Avg Bars in Trades | 42 | 32 | 52 | 42 | 32 | 52 |
Avg Bars in Winners | 57 | 38 | 72 | 57 | 38 | 72 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 5925 | 2277 | 3648 | 5925 | 2277 | 3648 |
Profit Streak | 0 | 0 | 53.8375 | 0 | 0 | 53.8375 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321727 | -173236 | -191817 | -428132 | -433776 | -674025 |
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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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