Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252909.1069 | 191900.0031 | 61009.1038 | -23126.7635 | 5097.4419 | -28224.2054 |
Total P&L (%) | 252.9091 | 191.9 | 61.0091 | -23.1268 | 5.0974 | -28.2242 |
Avg Daily Profit (%) | 0.2349 | 0.1782 | 0.0567 | -0.0244 | 0.0046 | -0.0308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92587 | -78138 | -72076 | -78805 | -35970 | -29326 |
Profit Factor | 1.4804 | 1.8588 | 1.2013 | 0.9097 | 1.048 | 0.8119 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 63.3094 | 65.7143 | 60.8696 | 63.3094 | 65.7143 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.858 | 0.9698 | 0.7723 | 0.5272 | 0.5468 | 0.522 |
Largest Winning Trade | 70194 | 70194 | 27360 | 9464 | 9464 | 6248 |
Largest Losing Trade | -92587 | -47649 | -92587 | -78805 | -26480 | -78805 |
Avg Bars in Trades | 44 | 43 | 44 | 44 | 43 | 44 |
Avg Bars in Winners | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Losers | 48 | 55 | 43 | 48 | 55 | 43 |
Bars Traded | 6126 | 3051 | 3075 | 6126 | 3051 | 3075 |
Profit Streak | 0 | 0 | 139.4144 | 0 | 0 | 139.4144 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343162 | -83958 | -218799 | -578684 | -613921 | -679539 |
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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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