Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318438.4363 | 195438.5321 | 122999.9042 | 63036.8982 | -262247.2082 | 325284.1064 |
Total P&L (%) | 318.4384 | 195.4385 | 122.9999 | 63.0369 | -262.2472 | 325.2841 |
Avg Daily Profit (%) | 0.1764 | 0.1083 | 0.0681 | 0.0271 | 0 | 0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137422 | -121001 | -95654 | -811331 | -571445 | -484167 |
Profit Factor | 1.3827 | 1.5111 | 1.2735 | 1.0286 | 0.7447 | 1.2765 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 52.027 | 48.6486 | 55.4054 | 52.027 | 48.6486 | 55.4054 |
Ratio Avg Win / Avg Loss | 1.275 | 1.5951 | 1.025 | 0.9485 | 0.786 | 1.0274 |
Largest Winning Trade | 70770 | 59645 | 70770 | 305254 | 132137 | 305254 |
Largest Losing Trade | -55425 | -27257 | -55425 | -372132 | -161621 | -372132 |
Avg Bars in Trades | 67 | 40 | 95 | 67 | 40 | 95 |
Avg Bars in Winners | 80 | 36 | 119 | 80 | 36 | 119 |
Avg Bars in Losers | 53 | 43 | 65 | 53 | 43 | 65 |
Bars Traded | 10062 | 2991 | 7071 | 10062 | 2991 | 7071 |
Profit Streak | 0 | 56.0086 | 0 | 0 | 56.0086 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311870 | -109955 | -165505 | -347229 | -644780 | -149371 |
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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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