Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510492.387 | 435016.2935 | 75476.0935 | 312894.3865 | 41670.4976 | 271223.8888 |
Total P&L (%) | 510.4924 | 435.0163 | 75.4761 | 312.8944 | 41.6705 | 271.2239 |
Avg Daily Profit (%) | 0.2037 | 0.1736 | 0.0301 | 0.0566 | 0.0139 | 0.0524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162289 | -133755 | -86128 | -1791468 | -1666677 | -650467 |
Profit Factor | 1.6543 | 2.0798 | 1.2 | 1.0512 | 1.0119 | 1.1041 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 44.5946 | 44.5946 | 44.5946 | 44.5946 | 44.5946 | 44.5946 |
Ratio Avg Win / Avg Loss | 2.0553 | 2.584 | 1.4909 | 1.3061 | 1.2572 | 1.3717 |
Largest Winning Trade | 222939 | 222939 | 63896 | 727413 | 727413 | 539931 |
Largest Losing Trade | -29737 | -28801 | -29737 | -447963 | -447963 | -284484 |
Avg Bars in Trades | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Winners | 40 | 44 | 35 | 40 | 44 | 35 |
Avg Bars in Losers | 24 | 29 | 20 | 24 | 29 | 20 |
Bars Traded | 4686 | 2668 | 2018 | 4686 | 2668 | 2018 |
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 | 341722 | -55210 | -219450 | -283212 | -450338 | -295323 |
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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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