Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497567.3295 | 389190.6393 | 108376.6902 | 86060.502 | -117637.9332 | 203698.4352 |
Total P&L (%) | 497.5673 | 389.1906 | 108.3767 | 86.0605 | -117.6379 | 203.6984 |
Avg Daily Profit (%) | 0.3379 | 0.2643 | 0.0736 | 0.0422 | 0 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99963 | -109429 | -61578 | -596026 | -536417 | -277821 |
Profit Factor | 1.6892 | 1.9775 | 1.3347 | 1.0331 | 0.9186 | 1.1765 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 66 | 22 | 44 | 66 | 22 | 44 |
Losing Trades | 77 | 50 | 27 | 77 | 50 | 27 |
Profitability (%) | 46.1538 | 30.5556 | 61.9718 | 46.1538 | 30.5556 | 61.9718 |
Ratio Avg Win / Avg Loss | 1.9707 | 4.4943 | 0.819 | 1.2053 | 2.0877 | 0.722 |
Largest Winning Trade | 336807 | 336807 | 67166 | 389103 | 389103 | 172993 |
Largest Losing Trade | -45973 | -25658 | -45973 | -167593 | -113396 | -167593 |
Avg Bars in Trades | 39 | 27 | 52 | 39 | 27 | 52 |
Avg Bars in Winners | 56 | 42 | 62 | 56 | 42 | 62 |
Avg Bars in Losers | 25 | 20 | 35 | 25 | 20 | 35 |
Bars Traded | 5675 | 1945 | 3730 | 5675 | 1945 | 3730 |
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 | 391785 | -74814 | -181172 | -321787 | -664742 | -205314 |
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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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