Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331121.0923 | 285118.0845 | 46003.0078 | -2556.127 | 470048.7997 | -472604.9267 |
Total P&L (%) | 331.1211 | 285.1181 | 46.003 | -2.5561 | 470.0488 | -472.6049 |
Avg Daily Profit (%) | 0.2077 | 0.1789 | 0.0289 | -0.0016 | 0.1092 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221375 | -102477 | -133210 | -891378 | -265888 | -704922 |
Profit Factor | 1.3952 | 1.7064 | 1.106 | 0.9987 | 1.5891 | 0.5842 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 48.9655 | 45.2055 | 52.7778 | 48.9655 | 45.2055 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.4542 | 2.0683 | 0.9896 | 1.0409 | 1.9262 | 0.5227 |
Largest Winning Trade | 137012 | 137012 | 63843 | 345197 | 345197 | 79285 |
Largest Losing Trade | -75156 | -34429 | -75156 | -243293 | -134851 | -243293 |
Avg Bars in Trades | 64 | 44 | 84 | 64 | 44 | 84 |
Avg Bars in Winners | 85 | 53 | 113 | 85 | 53 | 113 |
Avg Bars in Losers | 44 | 37 | 51 | 44 | 37 | 51 |
Bars Traded | 9350 | 3270 | 6080 | 9350 | 3270 | 6080 |
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 | 300034 | -63148 | -340468 | -579129 | -118011 | -659598 |
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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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