Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315772.8913 | 278801.7598 | 36971.1316 | -48026.1718 | -21687.6724 | -26338.4994 |
Total P&L (%) | 315.7729 | 278.8018 | 36.9711 | -48.0262 | -21.6877 | -26.3385 |
Avg Daily Profit (%) | 0.1994 | 0.1761 | 0.0234 | -0.0413 | -0.0154 | -0.0193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137824 | -165665 | -76130 | -151757 | -176717 | -99528 |
Profit Factor | 1.4117 | 1.6458 | 1.1103 | 0.9353 | 0.9481 | 0.9186 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 54.4828 | 48.6111 | 60.274 | 54.4828 | 48.6111 | 60.274 |
Ratio Avg Win / Avg Loss | 1.1794 | 1.7398 | 0.7318 | 0.7814 | 1.0023 | 0.6055 |
Largest Winning Trade | 300484 | 300484 | 44304 | 112616 | 112616 | 42853 |
Largest Losing Trade | -54559 | -54559 | -54483 | -70280 | -59257 | -70280 |
Avg Bars in Trades | 125 | 165 | 85 | 125 | 165 | 85 |
Avg Bars in Winners | 90 | 121 | 66 | 90 | 121 | 66 |
Avg Bars in Losers | 166 | 207 | 115 | 166 | 207 | 115 |
Bars Traded | 18169 | 11909 | 6260 | 18169 | 11909 | 6260 |
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 | 336518 | -69464 | -335398 | -579813 | -659109 | -651126 |
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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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