Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507258.148 | 469142.8529 | 38115.2951 | 106125.4794 | 176745.1654 | -70619.686 |
Total P&L (%) | 507.2581 | 469.1429 | 38.1153 | 106.1255 | 176.7452 | -70.6197 |
Avg Daily Profit (%) | 0.2706 | 0.2502 | 0.0203 | 0.0386 | 0.0543 | -0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149260 | -87847 | -103136 | -283241 | -211183 | -169179 |
Profit Factor | 1.5815 | 2.0757 | 1.0874 | 1.0643 | 1.206 | 0.9108 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 43.8849 | 42.8571 | 44.9275 | 43.8849 | 42.8571 | 44.9275 |
Ratio Avg Win / Avg Loss | 2.0222 | 2.7677 | 1.3329 | 1.361 | 1.608 | 1.1164 |
Largest Winning Trade | 234107 | 234107 | 46254 | 192433 | 192433 | 82247 |
Largest Losing Trade | -47450 | -47450 | -44420 | -139321 | -139321 | -98651 |
Avg Bars in Trades | 50 | 48 | 53 | 50 | 48 | 53 |
Avg Bars in Winners | 62 | 67 | 57 | 62 | 67 | 57 |
Avg Bars in Losers | 41 | 34 | 49 | 41 | 34 | 49 |
Bars Traded | 7087 | 3414 | 3673 | 7087 | 3414 | 3673 |
Profit Streak | 0 | 0 | 78.1419 | 0 | 0 | 78.1419 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343660 | -85239 | -395467 | -293115 | -217006 | -682078 |
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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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