Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394516.3325 | 134645.4598 | 259870.8727 | 169956.4547 | -402459.9699 | 572416.4246 |
Total P&L (%) | 394.5163 | 134.6455 | 259.8709 | 169.9565 | -402.46 | 572.4164 |
Avg Daily Profit (%) | 0.2371 | 0.0809 | 0.1562 | 0.0597 | 0 | 0.1146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205101 | -95778 | -149312 | -1375345 | -789352 | -1134851 |
Profit Factor | 1.5693 | 1.3349 | 1.8933 | 1.0422 | 0.8185 | 1.3165 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 90 | 37 | 53 | 90 | 37 | 53 |
Losing Trades | 57 | 36 | 21 | 57 | 36 | 21 |
Profitability (%) | 61.2245 | 50.6849 | 71.6216 | 61.2245 | 50.6849 | 71.6216 |
Ratio Avg Win / Avg Loss | 0.9939 | 1.2988 | 0.7502 | 0.6601 | 0.7964 | 0.5216 |
Largest Winning Trade | 106117 | 106117 | 29630 | 232256 | 232256 | 229345 |
Largest Losing Trade | -80613 | -51564 | -80613 | -646005 | -478960 | -646005 |
Avg Bars in Trades | 43 | 50 | 36 | 43 | 50 | 36 |
Avg Bars in Winners | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Losers | 61 | 66 | 54 | 61 | 66 | 54 |
Bars Traded | 6418 | 3707 | 2711 | 6418 | 3707 | 2711 |
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 | 354436 | -156473 | -53314 | -287114 | -652647 | -102437 |
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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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