Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544619.0549 | 443224.7867 | 101394.2682 | 110641.4447 | -47643.0459 | 158284.4906 |
Total P&L (%) | 544.6191 | 443.2248 | 101.3943 | 110.6414 | -47.643 | 158.2845 |
Avg Daily Profit (%) | 0.3127 | 0.2545 | 0.0582 | 0.0428 | -0.0371 | 0.0545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143587 | -152734 | -74406 | -302059 | -406278 | -155090 |
Profit Factor | 1.6272 | 1.9202 | 1.2622 | 1.0591 | 0.9567 | 1.205 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 43.8356 | 35.6164 | 52.0548 | 43.8356 | 35.6164 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.0848 | 3.4712 | 1.1625 | 1.3569 | 1.7295 | 1.1099 |
Largest Winning Trade | 358763 | 358763 | 50521 | 247683 | 247683 | 125160 |
Largest Losing Trade | -44570 | -33421 | -44570 | -106915 | -98974 | -106915 |
Avg Bars in Trades | 70 | 66 | 75 | 70 | 66 | 75 |
Avg Bars in Winners | 97 | 95 | 98 | 97 | 95 | 98 |
Avg Bars in Losers | 50 | 50 | 49 | 50 | 50 | 49 |
Bars Traded | 10358 | 4876 | 5482 | 10358 | 4876 | 5482 |
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 | 362539 | -65818 | -187030 | -293339 | -655551 | -192338 |
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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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