Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303212.2696 | 270829.0149 | 32383.2548 | 46660.9849 | 122919.058 | -76258.0731 |
Total P&L (%) | 303.2123 | 270.829 | 32.3833 | 46.661 | 122.9191 | -76.2581 |
Avg Daily Profit (%) | 0.1617 | 0.1444 | 0.0173 | 0.0204 | 0.0428 | -0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100419 | -67337 | -112456 | -323836 | -190561 | -147763 |
Profit Factor | 1.4204 | 1.7073 | 1.0957 | 1.043 | 1.2085 | 0.8458 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 52.349 | 53.3333 | 51.3514 | 52.349 | 53.3333 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.2929 | 1.4938 | 1.038 | 0.9494 | 1.0574 | 0.8013 |
Largest Winning Trade | 151453 | 151453 | 50511 | 224912 | 224912 | 55147 |
Largest Losing Trade | -62796 | -44418 | -62796 | -115537 | -102791 | -115537 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 45 | 36 | 53 | 45 | 36 | 53 |
Avg Bars in Losers | 25 | 19 | 31 | 25 | 19 | 31 |
Bars Traded | 5305 | 2142 | 3163 | 5305 | 2142 | 3163 |
Profit Streak | 0 | 0 | 20.0196 | 0 | 0 | 20.0196 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317217 | -54374 | -351668 | -341357 | -192521 | -644505 |
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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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