Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383664.3388 | 379139.0795 | 4525.2592 | -26157.2986 | 40122.3359 | -66279.6345 |
Total P&L (%) | 383.6643 | 379.1391 | 4.5253 | -26.1573 | 40.1223 | -66.2796 |
Avg Daily Profit (%) | 0.2026 | 0.2002 | 0.0024 | -0.016 | 0.0178 | -0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143892 | -94581 | -78225 | -259782 | -155166 | -144591 |
Profit Factor | 1.4916 | 1.8946 | 1.0127 | 0.9746 | 1.0719 | 0.8588 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 47.9452 | 49.3151 | 46.5753 | 47.9452 | 49.3151 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.6194 | 1.9472 | 1.1616 | 1.0581 | 1.1016 | 0.9851 |
Largest Winning Trade | 385058 | 385058 | 46059 | 139668 | 139668 | 57602 |
Largest Losing Trade | -48761 | -35594 | -48761 | -111328 | -54318 | -111328 |
Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Winners | 47 | 40 | 55 | 47 | 40 | 55 |
Avg Bars in Losers | 27 | 21 | 32 | 27 | 21 | 32 |
Bars Traded | 5376 | 2241 | 3135 | 5376 | 2241 | 3135 |
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 | 345469 | -61004 | -635256 | -579524 | -384975 | -654067 |
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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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