Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422429.8227 | 406481.7144 | 15948.1083 | 154413.7381 | -73955.8694 | 228369.6075 |
Total P&L (%) | 422.4298 | 406.4817 | 15.9481 | 154.4137 | -73.9559 | 228.3696 |
Avg Daily Profit (%) | 0.1802 | 0.1734 | 0.0068 | 0.0398 | -0.0574 | 0.0507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171394 | -101622 | -162024 | -509957 | -427001 | -168216 |
Profit Factor | 1.5636 | 2.1376 | 1.0407 | 1.0939 | 0.9243 | 1.342 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 46.8085 | 43.662 | 50 | 46.8085 | 43.662 | 50 |
Ratio Avg Win / Avg Loss | 1.7768 | 2.7582 | 1.0407 | 1.243 | 1.1927 | 1.342 |
Largest Winning Trade | 220342 | 220342 | 62670 | 181559 | 181559 | 127453 |
Largest Losing Trade | -44305 | -30509 | -44305 | -141109 | -141109 | -71921 |
Avg Bars in Trades | 46 | 47 | 46 | 46 | 47 | 46 |
Avg Bars in Winners | 62 | 66 | 59 | 62 | 66 | 59 |
Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
Bars Traded | 6604 | 3352 | 3252 | 6604 | 3352 | 3252 |
Profit Streak | 0 | 0 | 14.1307 | 0 | 0 | 14.1307 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338039 | -77963 | -462986 | -257810 | -668534 | -218679 |
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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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