Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277908.4326 | 209697.9293 | 68210.5032 | -16600.3238 | 250484.0574 | -267084.3812 |
Total P&L (%) | 277.9084 | 209.6979 | 68.2105 | -16.6003 | 250.4841 | -267.0844 |
Avg Daily Profit (%) | 0.1887 | 0.1424 | 0.0463 | -0.0123 | 0.0852 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143065 | -91537 | -90322 | -564382 | -181475 | -464101 |
Profit Factor | 1.3645 | 1.545 | 1.1806 | 0.9896 | 1.344 | 0.6949 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 54.1096 | 47.9452 | 60.274 | 54.1096 | 47.9452 | 60.274 |
Ratio Avg Win / Avg Loss | 1.1572 | 1.6774 | 0.7781 | 0.8393 | 1.4592 | 0.458 |
Largest Winning Trade | 98419 | 98419 | 74843 | 268837 | 268837 | 80307 |
Largest Losing Trade | -71411 | -42803 | -71411 | -424123 | -98231 | -424123 |
Avg Bars in Trades | 39 | 25 | 52 | 39 | 25 | 52 |
Avg Bars in Winners | 44 | 21 | 62 | 44 | 21 | 62 |
Avg Bars in Losers | 33 | 29 | 38 | 33 | 29 | 38 |
Bars Traded | 5706 | 1845 | 3861 | 5706 | 1845 | 3861 |
Profit Streak | 0 | 0 | 14.76 | 0 | 0 | 14.76 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321189 | -72715 | -224422 | -579858 | -151323 | -650537 |
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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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