Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685440.1282 | 592877.6495 | 92562.4787 | 245257.795 | 360326.9655 | -115069.1705 |
Total P&L (%) | 685.4401 | 592.8777 | 92.5625 | 245.2578 | 360.327 | -115.0692 |
Avg Daily Profit (%) | 0.4272 | 0.3695 | 0.0577 | 0.0773 | 0.0952 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90444 | -82593 | -108939 | -582161 | -408513 | -522114 |
Profit Factor | 1.8603 | 2.3056 | 1.2701 | 1.0947 | 1.25 | 0.8999 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 44.1379 | 39.726 | 48.6111 | 44.1379 | 39.726 | 48.6111 |
Ratio Avg Win / Avg Loss | 2.3544 | 3.4982 | 1.3427 | 1.3855 | 1.8966 | 0.9513 |
Largest Winning Trade | 364737 | 364737 | 66930 | 604155 | 604155 | 129721 |
Largest Losing Trade | -49540 | -34965 | -49540 | -194307 | -139824 | -194307 |
Avg Bars in Trades | 129 | 114 | 145 | 129 | 114 | 145 |
Avg Bars in Winners | 163 | 151 | 174 | 163 | 151 | 174 |
Avg Bars in Losers | 103 | 90 | 117 | 103 | 90 | 117 |
Bars Traded | 18830 | 8378 | 10452 | 18830 | 8378 | 10452 |
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 | 418119 | -62076 | -195980 | -208068 | -140930 | -660776 |
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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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