Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304559.7518 | 214347.1987 | 90212.553 | 312783.0834 | 290301.7608 | 22481.3226 |
Total P&L (%) | 304.5598 | 214.3472 | 90.2126 | 312.7831 | 290.3018 | 22.4813 |
Avg Daily Profit (%) | 0.2153 | 0.1515 | 0.0638 | 0.1003 | 0.0963 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79530 | -41898 | -45810 | -265569 | -142435 | -165345 |
Profit Factor | 1.7241 | 2.1198 | 1.3936 | 1.2958 | 1.6601 | 1.0364 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 45.6376 | 41.3333 | 50 | 45.6376 | 41.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.0537 | 3.0088 | 1.3936 | 1.5435 | 2.3562 | 1.0364 |
Largest Winning Trade | 147015 | 147015 | 53657 | 216843 | 216843 | 148924 |
Largest Losing Trade | -20954 | -17068 | -20954 | -91921 | -33736 | -91921 |
Avg Bars in Trades | 53 | 45 | 62 | 53 | 45 | 62 |
Avg Bars in Winners | 79 | 69 | 87 | 79 | 69 | 87 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 8012 | 3405 | 4607 | 8012 | 3405 | 4607 |
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 | 349827 | -49090 | -171572 | -59232 | -121567 | -423869 |
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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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