Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391172.8414 | 386913.1933 | 4259.6481 | -11304.8748 | 7230.8954 | -18535.7703 |
Total P&L (%) | 391.1728 | 386.9132 | 4.2596 | -11.3049 | 7.2309 | -18.5358 |
Avg Daily Profit (%) | 0.1564 | 0.1547 | 0.0017 | -0.0048 | 0.0028 | -0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159220 | -122387 | -114246 | -322873 | -308228 | -163726 |
Profit Factor | 1.4048 | 1.8261 | 1.0086 | 0.9914 | 1.0107 | 0.9709 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 47.5177 | 47.8873 | 47.1429 | 47.5177 | 47.8873 | 47.1429 |
Ratio Avg Win / Avg Loss | 1.5516 | 1.9872 | 1.1308 | 1.095 | 1.0999 | 1.0886 |
Largest Winning Trade | 201268 | 201268 | 46921 | 144522 | 144522 | 111338 |
Largest Losing Trade | -56483 | -26091 | -56483 | -101221 | -65208 | -101221 |
Avg Bars in Trades | 103 | 86 | 121 | 103 | 86 | 121 |
Avg Bars in Winners | 113 | 81 | 145 | 113 | 81 | 145 |
Avg Bars in Losers | 95 | 89 | 100 | 95 | 89 | 100 |
Bars Traded | 14651 | 6115 | 8536 | 14651 | 6115 | 8536 |
Profit Streak | 0 | 0 | 37.8609 | 0 | 0 | 37.8609 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305697 | -77081 | -662454 | -579703 | -651375 | -674135 |
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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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