Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507311.6415 | 378967.463 | 128344.1784 | 453940.2945 | 402797.7516 | 51142.5429 |
Total P&L (%) | 507.3116 | 378.9675 | 128.3442 | 453.9403 | 402.7978 | 51.1425 |
Avg Daily Profit (%) | 0.2208 | 0.1649 | 0.0559 | 0.0745 | 0.0703 | 0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135306 | -122842 | -108788 | -358891 | -445300 | -335913 |
Profit Factor | 1.6161 | 1.8202 | 1.3552 | 1.2072 | 1.3521 | 1.0488 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 45.7516 | 40.2597 | 51.3158 | 45.7516 | 40.2597 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.9163 | 2.7009 | 1.2857 | 1.4314 | 2.0064 | 0.9951 |
Largest Winning Trade | 143475 | 143475 | 61864 | 260880 | 260880 | 136450 |
Largest Losing Trade | -45488 | -34871 | -45488 | -285735 | -155558 | -285735 |
Avg Bars in Trades | 57 | 46 | 69 | 57 | 46 | 69 |
Avg Bars in Winners | 81 | 64 | 95 | 81 | 64 | 95 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 8828 | 3542 | 5286 | 8828 | 3542 | 5286 |
Profit Streak | 0 | 0 | 54.9747 | 0 | 0 | 54.9747 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375279 | -34971 | -166215 | -94765 | -143289 | -386869 |
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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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