Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380749.2779 | 327347.4474 | 53401.8305 | 223553.1612 | 586639.2252 | -363086.064 |
Total P&L (%) | 380.7493 | 327.3474 | 53.4018 | 223.5532 | 586.6392 | -363.0861 |
Avg Daily Profit (%) | 0.1523 | 0.1309 | 0.0214 | 0.047 | 0.0771 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97519 | -117458 | -91528 | -1040770 | -1014163 | -659479 |
Profit Factor | 1.36 | 1.7255 | 1.0881 | 1.0395 | 1.2331 | 0.8846 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 126 | 57 | 69 | 126 | 57 | 69 |
Losing Trades | 149 | 81 | 68 | 149 | 81 | 68 |
Profitability (%) | 45.8182 | 41.3043 | 50.365 | 45.8182 | 41.3043 | 50.365 |
Ratio Avg Win / Avg Loss | 1.6083 | 2.4521 | 1.0723 | 1.2292 | 1.7523 | 0.8718 |
Largest Winning Trade | 75706 | 75706 | 51094 | 502021 | 502021 | 257848 |
Largest Losing Trade | -49733 | -20537 | -49733 | -429331 | -228628 | -429331 |
Avg Bars in Trades | 53 | 45 | 61 | 53 | 45 | 61 |
Avg Bars in Winners | 79 | 71 | 86 | 79 | 71 | 86 |
Avg Bars in Losers | 31 | 28 | 36 | 31 | 28 | 36 |
Bars Traded | 14795 | 6333 | 8462 | 14795 | 6333 | 8462 |
Profit Streak | 0 | 0 | 9.9228 | 0 | 0 | 9.9228 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309150 | -18520 | -288558 | -307468 | -92380 | -580257 |
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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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