Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395446.8366 | 336207.9929 | 59238.8437 | 187220.8122 | 497648.7821 | -310427.9699 |
Total P&L (%) | 395.4468 | 336.208 | 59.2388 | 187.2208 | 497.6488 | -310.428 |
Avg Daily Profit (%) | 0.1791 | 0.1523 | 0.0268 | 0.0478 | 0.081 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127425 | -120112 | -101581 | -663509 | -391430 | -672625 |
Profit Factor | 1.5115 | 1.8381 | 1.1593 | 1.0755 | 1.4455 | 0.7721 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 45.2703 | 44.5946 | 45.9459 | 45.2703 | 44.5946 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.8273 | 2.2837 | 1.3638 | 1.3003 | 1.7959 | 0.9083 |
Largest Winning Trade | 141668 | 141668 | 48813 | 289139 | 289139 | 163987 |
Largest Losing Trade | -45726 | -45726 | -39088 | -214271 | -152680 | -214271 |
Avg Bars in Trades | 87 | 83 | 92 | 87 | 83 | 92 |
Avg Bars in Winners | 126 | 119 | 134 | 126 | 119 | 134 |
Avg Bars in Losers | 55 | 54 | 56 | 55 | 54 | 56 |
Bars Traded | 12990 | 6167 | 6823 | 12990 | 6167 | 6823 |
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 | 305358 | -55859 | -269127 | -267976 | -149269 | -646812 |
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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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