Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396176.4645 | 387397.5913 | 8778.8732 | -24974.4922 | -175104.0118 | 150129.5196 |
Total P&L (%) | 396.1765 | 387.3976 | 8.7789 | -24.9745 | -175.104 | 150.1295 |
Avg Daily Profit (%) | 0.2105 | 0.2058 | 0.0047 | -0.0153 | 0 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274031 | -199942 | -74829 | -1400131 | -1076242 | -332155 |
Profit Factor | 1.4776 | 1.6253 | 1.0418 | 0.9913 | 0.9235 | 1.2551 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 51.0638 | 44.2857 | 57.7465 | 51.0638 | 44.2857 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.416 | 2.0447 | 0.7623 | 0.95 | 1.1619 | 0.9184 |
Largest Winning Trade | 278757 | 278757 | 18954 | 627477 | 627477 | 142652 |
Largest Losing Trade | -54813 | -54813 | -22781 | -550861 | -550861 | -150291 |
Avg Bars in Trades | 75 | 141 | 11 | 75 | 141 | 11 |
Avg Bars in Winners | 81 | 175 | 10 | 81 | 175 | 10 |
Avg Bars in Losers | 69 | 113 | 12 | 69 | 113 | 12 |
Bars Traded | 10695 | 9886 | 809 | 10695 | 9886 | 809 |
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 | 338070 | -85932 | -613955 | -580266 | -675791 | -215109 |
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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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