Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291840.4813 | 248434.2195 | 43406.2618 | 8573.9902 | 51021.8043 | -42447.8141 |
Total P&L (%) | 291.8405 | 248.4342 | 43.4063 | 8.574 | 51.0218 | -42.4478 |
Avg Daily Profit (%) | 0.1544 | 0.1314 | 0.023 | 0.0044 | 0.0218 | -0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92704 | -75516 | -78349 | -293025 | -195247 | -182264 |
Profit Factor | 1.3689 | 1.6373 | 1.1082 | 1.0057 | 1.0661 | 0.9425 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 53.3784 | 52.7027 | 54.0541 | 53.3784 | 52.7027 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.1957 | 1.4694 | 0.942 | 0.8784 | 0.9568 | 0.8012 |
Largest Winning Trade | 151586 | 151586 | 34747 | 171468 | 171468 | 69523 |
Largest Losing Trade | -68238 | -45384 | -68238 | -171803 | -133115 | -171803 |
Avg Bars in Trades | 24 | 19 | 28 | 24 | 19 | 28 |
Avg Bars in Winners | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 3590 | 1463 | 2127 | 3590 | 1463 | 2127 |
Profit Streak | 0 | 0 | 17.6962 | 0 | 0 | 17.6962 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318365 | -79431 | -330112 | -567624 | -378275 | -643588 |
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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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