Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278077.593 | 20368.6347 | 257708.9583 | 264797.4281 | -68302.7802 | 333100.2083 |
Total P&L (%) | 278.0776 | 20.3686 | 257.709 | 264.7974 | -68.3028 | 333.1002 |
Avg Daily Profit (%) | 0.1827 | 0.0134 | 0.1693 | 0.0851 | -0.0755 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74596 | -103559 | -44914 | -319935 | -258501 | -128494 |
Profit Factor | 1.4626 | 1.0557 | 2.096 | 1.1656 | 0.9257 | 1.4899 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 54.4218 | 45.9459 | 63.0137 | 54.4218 | 45.9459 | 63.0137 |
Ratio Avg Win / Avg Loss | 1.2249 | 1.2419 | 1.2302 | 0.9762 | 1.089 | 0.8745 |
Largest Winning Trade | 59328 | 47331 | 59328 | 126423 | 126423 | 126134 |
Largest Losing Trade | -37799 | -33712 | -37799 | -96893 | -96893 | -90022 |
Avg Bars in Trades | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Winners | 24 | 16 | 30 | 24 | 16 | 30 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 2984 | 1209 | 1775 | 2984 | 1209 | 1775 |
Profit Streak | 0 | 0 | 38.9221 | 0 | 0 | 38.9221 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352461 | -406671 | -58052 | -118174 | -644868 | -133042 |
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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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