Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463448.03 | 309309.9386 | 154138.0915 | 1162416.5197 | 553645.7186 | 608770.801 |
Total P&L (%) | 463.448 | 309.3099 | 154.1381 | 1162.4165 | 553.6457 | 608.7708 |
Avg Daily Profit (%) | 0.2142 | 0.143 | 0.0713 | 0.1173 | 0.0868 | 0.0906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73582 | -61399 | -92657 | -753227 | -508350 | -577365 |
Profit Factor | 1.8099 | 2.4849 | 1.4235 | 1.2388 | 1.2808 | 1.2101 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Profitability (%) | 43.2624 | 45.0704 | 41.4286 | 43.2624 | 45.0704 | 41.4286 |
Ratio Avg Win / Avg Loss | 2.3736 | 3.0284 | 2.0126 | 1.6246 | 1.561 | 1.7109 |
Largest Winning Trade | 113041 | 113041 | 53087 | 429842 | 297033 | 429842 |
Largest Losing Trade | -31260 | -18553 | -31260 | -320889 | -163225 | -320889 |
Avg Bars in Trades | 42 | 16 | 68 | 42 | 16 | 68 |
Avg Bars in Winners | 72 | 28 | 121 | 72 | 28 | 121 |
Avg Bars in Losers | 19 | 7 | 30 | 19 | 7 | 30 |
Bars Traded | 5971 | 1181 | 4790 | 5971 | 1181 | 4790 |
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 | 321449 | -86029 | -193647 | -37445 | -164149 | -168780 |
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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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