Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296877.1421 | 288110.9671 | 8766.175 | -75368.771 | -27868.3693 | -47500.4017 |
Total P&L (%) | 296.8771 | 288.111 | 8.7662 | -75.3688 | -27.8684 | -47.5004 |
Avg Daily Profit (%) | 0.1577 | 0.153 | 0.0047 | -0.0744 | -0.0174 | -0.0342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143646 | -110556 | -140748 | -137154 | -124577 | -140527 |
Profit Factor | 1.2936 | 1.5698 | 1.0173 | 0.9031 | 0.9309 | 0.8731 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 55.3957 | 51.4286 | 59.4203 | 55.3957 | 51.4286 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.0416 | 1.4825 | 0.6948 | 0.7271 | 0.8792 | 0.5963 |
Largest Winning Trade | 144632 | 144632 | 35362 | 61493 | 61493 | 39666 |
Largest Losing Trade | -74733 | -51709 | -74733 | -68122 | -54297 | -68122 |
Avg Bars in Trades | 79 | 105 | 53 | 79 | 105 | 53 |
Avg Bars in Winners | 64 | 81 | 49 | 64 | 81 | 49 |
Avg Bars in Losers | 99 | 130 | 60 | 99 | 130 | 60 |
Bars Traded | 11101 | 7377 | 3724 | 11101 | 7377 | 3724 |
Profit Streak | 0 | 0 | 76.6911 | 0 | 0 | 76.6911 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301385 | -85043 | -654986 | -579710 | -674773 | -680272 |
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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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