Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243804.1409 | 230932.7707 | 12871.3702 | 37751.546 | 86397.4542 | -48645.9082 |
Total P&L (%) | 243.8041 | 230.9328 | 12.8714 | 37.7515 | 86.3975 | -48.6459 |
Avg Daily Profit (%) | 0.2271 | 0.2151 | 0.012 | 0.0298 | 0.058 | -0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109199 | -94913 | -59640 | -202512 | -153881 | -138081 |
Profit Factor | 1.3994 | 1.6509 | 1.0504 | 1.0401 | 1.1625 | 0.881 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 48.6486 | 48.6486 | 48.6486 | 48.6486 | 48.6486 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.4772 | 1.7426 | 1.1087 | 1.0979 | 1.2271 | 0.9299 |
Largest Winning Trade | 245530 | 245530 | 17710 | 185863 | 185863 | 31060 |
Largest Losing Trade | -37570 | -37570 | -20068 | -52339 | -52339 | -39292 |
Avg Bars in Trades | 20 | 29 | 11 | 20 | 29 | 11 |
Avg Bars in Winners | 22 | 28 | 17 | 22 | 28 | 17 |
Avg Bars in Losers | 18 | 29 | 6 | 18 | 29 | 6 |
Bars Traded | 3033 | 2157 | 876 | 3033 | 2157 | 876 |
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 | 312761 | -53829 | -483100 | -331672 | -221918 | -645483 |
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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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