Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406784.6682 | 323093.5337 | 83691.1345 | 407522.1595 | 464715.2021 | -57193.0426 |
Total P&L (%) | 406.7847 | 323.0935 | 83.6911 | 407.5222 | 464.7152 | -57.193 |
Avg Daily Profit (%) | 0.1624 | 0.129 | 0.0334 | 0.0649 | 0.0691 | -0.0339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97528 | -94991 | -96359 | -477724 | -251769 | -403741 |
Profit Factor | 1.5785 | 2.0592 | 1.2102 | 1.2114 | 1.6026 | 0.9505 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 46.2585 | 43.2432 | 49.3151 | 46.2585 | 43.2432 | 49.3151 |
Ratio Avg Win / Avg Loss | 1.8338 | 2.7027 | 1.2438 | 1.4074 | 2.1034 | 0.977 |
Largest Winning Trade | 99648 | 99648 | 57903 | 251399 | 251399 | 214101 |
Largest Losing Trade | -49812 | -23067 | -49812 | -267385 | -89002 | -267385 |
Avg Bars in Trades | 100 | 97 | 104 | 100 | 97 | 104 |
Avg Bars in Winners | 156 | 161 | 150 | 156 | 161 | 150 |
Avg Bars in Losers | 52 | 47 | 58 | 52 | 47 | 58 |
Bars Traded | 14777 | 7180 | 7597 | 14777 | 7180 | 7597 |
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 | 328694 | -83993 | -220946 | -107835 | -164677 | -653002 |
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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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