Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401432.9213 | 334599.0197 | 66833.9016 | 117188.543 | 200100.9524 | -82912.4094 |
Total P&L (%) | 401.4329 | 334.599 | 66.8339 | 117.1885 | 200.101 | -82.9124 |
Avg Daily Profit (%) | 0.1606 | 0.1339 | 0.0267 | 0.031 | 0.044 | -0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246101 | -174229 | -146143 | -527150 | -328558 | -288321 |
Profit Factor | 1.4629 | 1.8236 | 1.145 | 1.0847 | 1.3155 | 0.8892 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 51.7731 | 50.7042 | 52.8571 | 51.7731 | 50.7042 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.3627 | 1.7729 | 1.0212 | 1.0104 | 1.279 | 0.7931 |
Largest Winning Trade | 142420 | 142420 | 51587 | 184938 | 184938 | 79581 |
Largest Losing Trade | -49407 | -31677 | -49407 | -112956 | -80590 | -112956 |
Avg Bars in Trades | 69 | 63 | 76 | 69 | 63 | 76 |
Avg Bars in Winners | 91 | 79 | 103 | 91 | 79 | 103 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 9868 | 4492 | 5376 | 9868 | 4492 | 5376 |
Profit Streak | 0 | 0 | 42.3935 | 0 | 0 | 42.3935 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322796 | -97742 | -311675 | -278134 | -220865 | -674036 |
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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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