Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638989.0781 | 609173.511 | 29815.5671 | -31159.843 | 20687.2899 | -51847.1329 |
Total P&L (%) | 638.9891 | 609.1735 | 29.8156 | -31.1598 | 20.6873 | -51.8471 |
Avg Daily Profit (%) | 0.2699 | 0.2573 | 0.0126 | -0.0158 | 0.0079 | -0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119736 | -95367 | -199896 | -288713 | -272859 | -285206 |
Profit Factor | 1.5986 | 2.1959 | 1.0534 | 0.9786 | 1.03 | 0.9324 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 42.1769 | 40.5405 | 43.8356 | 42.1769 | 40.5405 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.1916 | 3.2206 | 1.3497 | 1.3416 | 1.5107 | 1.1947 |
Largest Winning Trade | 510780 | 510780 | 63342 | 260200 | 260200 | 73698 |
Largest Losing Trade | -67594 | -33785 | -67594 | -106559 | -68456 | -106559 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 45 | 52 | 39 | 45 | 52 | 39 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 4641 | 2469 | 2172 | 4641 | 2469 | 2172 |
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 | 324054 | -55431 | -414978 | -581764 | -443191 | -653188 |
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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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