Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429750.0075 | 387251.3467 | 42498.6608 | 37136.9561 | 125021.0515 | -87884.0955 |
Total P&L (%) | 429.75 | 387.2513 | 42.4987 | 37.137 | 125.0211 | -87.8841 |
Avg Daily Profit (%) | 0.1716 | 0.1547 | 0.017 | 0.0126 | 0.0324 | -0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128080 | -103935 | -102531 | -362080 | -288105 | -253742 |
Profit Factor | 1.5504 | 2.0709 | 1.1014 | 1.0208 | 1.1523 | 0.9085 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 44.5946 | 36.4865 | 52.7027 | 44.5946 | 36.4865 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.9262 | 3.6049 | 0.9884 | 1.2683 | 2.0058 | 0.8153 |
Largest Winning Trade | 341650 | 341650 | 53037 | 234152 | 234152 | 142518 |
Largest Losing Trade | -42622 | -21181 | -42622 | -190291 | -56892 | -190291 |
Avg Bars in Trades | 49 | 40 | 59 | 49 | 40 | 59 |
Avg Bars in Winners | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Losers | 33 | 24 | 43 | 33 | 24 | 43 |
Bars Traded | 7386 | 3000 | 4386 | 7386 | 3000 | 4386 |
Profit Streak | 0 | 0 | 25.0931 | 0 | 0 | 25.0931 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302144 | -58542 | -346427 | -377769 | -271241 | -644342 |
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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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