Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491306.7909 | 339127.5567 | 152179.2342 | 384427.4797 | -47048.2855 | 431475.7651 |
Total P&L (%) | 491.3068 | 339.1276 | 152.1792 | 384.4275 | -47.0483 | 431.4758 |
Avg Daily Profit (%) | 0.2811 | 0.1941 | 0.0871 | 0.0903 | -0.0364 | 0.0956 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102818 | -123196 | -83561 | -384381 | -424604 | -200970 |
Profit Factor | 1.6709 | 1.8305 | 1.4697 | 1.1452 | 0.9687 | 1.377 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 70 | 42 | 28 | 70 | 42 | 28 |
Profitability (%) | 49.6403 | 40 | 59.4203 | 49.6403 | 40 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.6951 | 2.7458 | 1.0037 | 1.1618 | 1.453 | 0.9404 |
Largest Winning Trade | 250459 | 250459 | 67104 | 266164 | 250459 | 266164 |
Largest Losing Trade | -37805 | -37805 | -27614 | -150484 | -150484 | -129667 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 3411 | 1509 | 1902 | 3411 | 1509 | 1902 |
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 | 431483 | -87025 | -175755 | -132617 | -677180 | -166581 |
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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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