Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472956.3201 | 408438.6271 | 64517.693 | 195465.1408 | 176224.2346 | 19240.9061 |
Total P&L (%) | 472.9563 | 408.4386 | 64.5177 | 195.4651 | 176.2242 | 19.2409 |
Avg Daily Profit (%) | 0.2018 | 0.1742 | 0.0275 | 0.0462 | 0.0434 | 0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125658 | -97851 | -115570 | -900671 | -824903 | -615603 |
Profit Factor | 1.5237 | 1.8811 | 1.1468 | 1.0452 | 1.0739 | 1.0099 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 48.3221 | 45.3333 | 51.3514 | 48.3221 | 45.3333 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.6295 | 2.2684 | 1.0864 | 1.1178 | 1.295 | 0.9568 |
Largest Winning Trade | 105397 | 105397 | 50071 | 439496 | 439496 | 247095 |
Largest Losing Trade | -72010 | -41629 | -72010 | -498041 | -243151 | -498041 |
Avg Bars in Trades | 46 | 50 | 42 | 46 | 50 | 42 |
Avg Bars in Winners | 58 | 63 | 53 | 58 | 63 | 53 |
Avg Bars in Losers | 35 | 40 | 30 | 35 | 40 | 30 |
Bars Traded | 6943 | 3823 | 3120 | 6943 | 3823 | 3120 |
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 | 357834 | -47801 | -279831 | -302214 | -333000 | -465749 |
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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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