Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716221.4978 | 692966.093 | 23255.4048 | 85887.6066 | 23458.752 | 62428.8546 |
Total P&L (%) | 716.2215 | 692.9661 | 23.2554 | 85.8876 | 23.4588 | 62.4289 |
Avg Daily Profit (%) | 0.3015 | 0.2917 | 0.0098 | 0.0261 | 0.0089 | 0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168992 | -148050 | -110426 | -1095760 | -845996 | -301725 |
Profit Factor | 1.6327 | 2.2596 | 1.04 | 1.028 | 1.0132 | 1.0482 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 42.1769 | 39.1892 | 45.2055 | 42.1769 | 39.1892 | 45.2055 |
Ratio Avg Win / Avg Loss | 2.2383 | 3.5062 | 1.2606 | 1.4093 | 1.5722 | 1.2706 |
Largest Winning Trade | 265672 | 265672 | 67909 | 522929 | 522929 | 201054 |
Largest Losing Trade | -43711 | -28897 | -43711 | -314710 | -314710 | -233636 |
Avg Bars in Trades | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Winners | 93 | 92 | 94 | 93 | 92 | 94 |
Avg Bars in Losers | 41 | 38 | 43 | 41 | 38 | 43 |
Bars Traded | 9289 | 4424 | 4865 | 9289 | 4424 | 4865 |
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 | 336355 | -55539 | -434861 | -350433 | -459121 | -407392 |
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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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