Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364025.9309 | 309112.3498 | 54913.5811 | 116969.0743 | 41902.0006 | 75067.0737 |
Total P&L (%) | 364.0259 | 309.1124 | 54.9136 | 116.9691 | 41.902 | 75.0671 |
Avg Daily Profit (%) | 0.1527 | 0.1296 | 0.023 | 0.0325 | 0.0147 | 0.0235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217735 | -207313 | -66013 | -2788012 | -2665486 | -521393 |
Profit Factor | 1.4702 | 1.6684 | 1.1761 | 1.0189 | 1.01 | 1.0378 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 49.6552 | 43.0556 | 56.1644 | 49.6552 | 43.0556 | 56.1644 |
Ratio Avg Win / Avg Loss | 1.4906 | 2.2066 | 0.918 | 1.0331 | 1.3358 | 0.81 |
Largest Winning Trade | 143364 | 143364 | 39153 | 1246235 | 1246235 | 320417 |
Largest Losing Trade | -35591 | -35228 | -35591 | -1013223 | -1013223 | -521393 |
Avg Bars in Trades | 95 | 153 | 37 | 95 | 153 | 37 |
Avg Bars in Winners | 87 | 154 | 37 | 87 | 154 | 37 |
Avg Bars in Losers | 102 | 153 | 38 | 102 | 153 | 38 |
Bars Traded | 13822 | 11056 | 2766 | 13822 | 11056 | 2766 |
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 | 309234 | -98959 | -262438 | -348925 | -466967 | -412998 |
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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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