Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649063.8823 | 564349.6232 | 84714.2591 | 56299.3809 | 60558.697 | -4259.3161 |
Total P&L (%) | 649.0639 | 564.3496 | 84.7143 | 56.2994 | 60.5587 | -4.2593 |
Avg Daily Profit (%) | 0.3478 | 0.3024 | 0.0454 | 0.0239 | 0.0254 | -0.0023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119945 | -82621 | -117892 | -185435 | -152630 | -149658 |
Profit Factor | 1.6317 | 2.0486 | 1.1731 | 1.0491 | 1.0988 | 0.992 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 43.5374 | 36.4865 | 50.6849 | 43.5374 | 36.4865 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.1161 | 3.5661 | 1.1414 | 1.3605 | 1.9128 | 0.9652 |
Largest Winning Trade | 308542 | 308542 | 66994 | 185008 | 185008 | 58795 |
Largest Losing Trade | -51555 | -51555 | -37170 | -64102 | -55587 | -64102 |
Avg Bars in Trades | 150 | 145 | 155 | 150 | 145 | 155 |
Avg Bars in Winners | 237 | 259 | 221 | 237 | 259 | 221 |
Avg Bars in Losers | 83 | 80 | 87 | 83 | 80 | 87 |
Bars Traded | 22120 | 10781 | 11339 | 22120 | 10781 | 11339 |
Profit Streak | 0 | 0 | 46.6178 | 0 | 0 | 46.6178 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369590 | -56906 | -233694 | -330458 | -340017 | -652088 |
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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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