Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426660.937 | 328002.5026 | 98658.4345 | 56858.0657 | 21664.3113 | 35193.7544 |
Total P&L (%) | 426.6609 | 328.0025 | 98.6584 | 56.8581 | 21.6643 | 35.1938 |
Avg Daily Profit (%) | 0.1957 | 0.1504 | 0.0453 | 0.0207 | 0.009 | 0.0138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97069 | -117023 | -101872 | -146781 | -144594 | -136512 |
Profit Factor | 1.4267 | 1.6556 | 1.1975 | 1.0493 | 1.0352 | 1.0654 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 48.6301 | 42.4658 | 54.7945 | 48.6301 | 42.4658 | 54.7945 |
Ratio Avg Win / Avg Loss | 1.5071 | 2.2431 | 0.9879 | 1.1084 | 1.4026 | 0.879 |
Largest Winning Trade | 117078 | 117078 | 45891 | 75681 | 75681 | 33721 |
Largest Losing Trade | -57010 | -56878 | -57010 | -97445 | -97445 | -71539 |
Avg Bars in Trades | 58 | 68 | 48 | 58 | 68 | 48 |
Avg Bars in Winners | 66 | 78 | 56 | 66 | 78 | 56 |
Avg Bars in Losers | 50 | 61 | 37 | 50 | 61 | 37 |
Bars Traded | 8528 | 5014 | 3514 | 8528 | 5014 | 3514 |
Profit Streak | 0 | 0 | 50.7516 | 0 | 0 | 50.7516 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338654 | -64554 | -207959 | -332579 | -443250 | -397768 |
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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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