Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390021.891 | 254456.0878 | 135565.8032 | 305846.7822 | 237813.4477 | 68033.3345 |
Total P&L (%) | 390.0219 | 254.4561 | 135.5658 | 305.8468 | 237.8134 | 68.0333 |
Avg Daily Profit (%) | 0.2856 | 0.1863 | 0.0993 | 0.1026 | 0.0892 | 0.038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127560 | -97039 | -70667 | -223037 | -258567 | -162948 |
Profit Factor | 1.5435 | 1.7141 | 1.3752 | 1.2511 | 1.4125 | 1.106 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 76 | 31 | 45 | 76 | 31 | 45 |
Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
Profitability (%) | 51.7007 | 41.8919 | 61.6438 | 51.7007 | 41.8919 | 61.6438 |
Ratio Avg Win / Avg Loss | 1.4419 | 2.3777 | 0.8557 | 1.1688 | 1.9593 | 0.6882 |
Largest Winning Trade | 145898 | 145898 | 41987 | 124908 | 124908 | 86500 |
Largest Losing Trade | -45440 | -21585 | -45440 | -162948 | -56023 | -162948 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 50 | 54 | 48 | 50 | 54 | 48 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 5374 | 2527 | 2847 | 5374 | 2527 | 2847 |
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 | 379231 | -56858 | -131728 | -55561 | -139617 | -317988 |
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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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