Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275292.1359 | 176989.44 | 98302.6959 | 5383.7123 | 12514.0135 | -7130.3012 |
Total P&L (%) | 275.2921 | 176.9894 | 98.3027 | 5.3837 | 12.514 | -7.1303 |
Avg Daily Profit (%) | 0.2666 | 0.1714 | 0.0952 | 0.0051 | 0.0114 | -0.0072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145303 | -119484 | -64161 | -144549 | -104311 | -81403 |
Profit Factor | 1.3638 | 1.4374 | 1.2792 | 1.0089 | 1.0402 | 0.9756 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 49.2857 | 44.2857 | 54.2857 | 49.2857 | 44.2857 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.4034 | 1.8084 | 1.0772 | 1.0382 | 1.3087 | 0.8216 |
Largest Winning Trade | 69859 | 69859 | 29758 | 33075 | 33075 | 32410 |
Largest Losing Trade | -69554 | -41721 | -69554 | -69554 | -49119 | -69554 |
Avg Bars in Trades | 85 | 96 | 73 | 85 | 96 | 73 |
Avg Bars in Winners | 102 | 118 | 89 | 102 | 118 | 89 |
Avg Bars in Losers | 68 | 79 | 55 | 68 | 79 | 55 |
Bars Traded | 11941 | 6779 | 5162 | 11941 | 6779 | 5162 |
Profit Streak | 0 | 0 | 20.4857 | 0 | 0 | 20.4857 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315268 | -87268 | -158965 | -562431 | -538083 | -673849 |
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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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