Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449534.2791 | 331196.6885 | 118337.5906 | 176520.8422 | -161495.8549 | 338016.6971 |
Total P&L (%) | 449.5343 | 331.1967 | 118.3376 | 176.5208 | -161.4959 | 338.0167 |
Avg Daily Profit (%) | 0.2574 | 0.1896 | 0.0677 | 0.0582 | 0 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143414 | -137154 | -85658 | -530646 | -545555 | -295843 |
Profit Factor | 1.578 | 1.7374 | 1.3601 | 1.0604 | 0.9063 | 1.2817 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 74 | 30 | 44 | 74 | 30 | 44 |
Losing Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Profitability (%) | 42.5287 | 34.4828 | 50.5747 | 42.5287 | 34.4828 | 50.5747 |
Ratio Avg Win / Avg Loss | 2.1324 | 3.3011 | 1.3292 | 1.4329 | 1.722 | 1.2525 |
Largest Winning Trade | 256488 | 256488 | 70298 | 267092 | 267092 | 236354 |
Largest Losing Trade | -35292 | -35292 | -32352 | -199533 | -112979 | -199533 |
Avg Bars in Trades | 39 | 32 | 46 | 39 | 32 | 46 |
Avg Bars in Winners | 55 | 49 | 58 | 55 | 49 | 58 |
Avg Bars in Losers | 27 | 22 | 33 | 27 | 22 | 33 |
Bars Traded | 6818 | 2793 | 4025 | 6818 | 2793 | 4025 |
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 | 324394 | 160910 | -102272 | -271256 | -584356 | -80284 |
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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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