Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407473.0369 | 276501.1765 | 130971.8604 | 121826.0827 | -410487.3718 | 532313.4545 |
Total P&L (%) | 407.473 | 276.5012 | 130.9719 | 121.8261 | -410.4874 | 532.3135 |
Avg Daily Profit (%) | 0.2141 | 0.1453 | 0.0688 | 0.0419 | 0 | 0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128345 | -96401 | -117580 | -894164 | -998075 | -504807 |
Profit Factor | 1.5213 | 1.5944 | 1.4139 | 1.0319 | 0.8355 | 1.4033 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 52.1127 | 45.0704 | 59.1549 | 52.1127 | 45.0704 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.398 | 1.9432 | 0.9762 | 0.9483 | 1.0183 | 0.969 |
Largest Winning Trade | 276707 | 276707 | 59158 | 315630 | 315630 | 240691 |
Largest Losing Trade | -37345 | -37345 | -33877 | -364607 | -364607 | -214496 |
Avg Bars in Trades | 25 | 22 | 29 | 25 | 22 | 29 |
Avg Bars in Winners | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Losers | 19 | 17 | 22 | 19 | 17 | 22 |
Bars Traded | 3679 | 1592 | 2087 | 3679 | 1592 | 2087 |
Profit Streak | 0 | 0 | 46.5698 | 0 | 0 | 46.5698 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363786 | -84730 | -185677 | -323133 | -667708 | -147824 |
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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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