Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441495.6643 | 199627.613 | 241868.0513 | 221647.9503 | -601410.8371 | 823058.7874 |
Total P&L (%) | 441.4957 | 199.6276 | 241.8681 | 221.648 | -601.4108 | 823.0588 |
Avg Daily Profit (%) | 0.2656 | 0.1201 | 0.1455 | 0.0703 | 0 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242680 | -185614 | -117466 | -1791780 | -1653576 | -263247 |
Profit Factor | 1.6195 | 1.4781 | 1.8197 | 1.0609 | 0.757 | 1.7077 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 57.931 | 50 | 65.7534 | 57.931 | 50 | 65.7534 |
Ratio Avg Win / Avg Loss | 1.1761 | 1.4781 | 0.9477 | 0.7704 | 0.757 | 0.8894 |
Largest Winning Trade | 168304 | 168304 | 34019 | 369308 | 369308 | 356637 |
Largest Losing Trade | -62410 | -60751 | -62410 | -646757 | -646757 | -174362 |
Avg Bars in Trades | 33 | 45 | 21 | 33 | 45 | 21 |
Avg Bars in Winners | 25 | 35 | 17 | 25 | 35 | 17 |
Avg Bars in Losers | 45 | 55 | 30 | 45 | 55 | 30 |
Bars Traded | 4859 | 3257 | 1603 | 4859 | 3257 | 1603 |
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 | 415756 | -110941 | -67454 | -252805 | -660236 | -82871 |
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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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