Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517818.3191 | 447789.8784 | 70028.4407 | 189766.5706 | 197991.569 | -8224.9984 |
Total P&L (%) | 517.8183 | 447.7899 | 70.0284 | 189.7666 | 197.9916 | -8.225 |
Avg Daily Profit (%) | 0.2774 | 0.2399 | 0.0375 | 0.057 | 0.0585 | -0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250407 | -229741 | -54676 | -559318 | -438525 | -166614 |
Profit Factor | 1.6764 | 1.8004 | 1.3398 | 1.1564 | 1.2284 | 0.9762 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Profitability (%) | 54.0741 | 58.209 | 50 | 54.0741 | 58.209 | 50 |
Ratio Avg Win / Avg Loss | 1.4238 | 1.2926 | 1.3398 | 0.9822 | 0.8819 | 0.9762 |
Largest Winning Trade | 141159 | 141159 | 23020 | 177038 | 177038 | 53055 |
Largest Losing Trade | -69644 | -69644 | -29553 | -345734 | -345734 | -78262 |
Avg Bars in Trades | 51 | 97 | 7 | 51 | 97 | 7 |
Avg Bars in Winners | 39 | 66 | 8 | 39 | 66 | 8 |
Avg Bars in Losers | 66 | 139 | 6 | 66 | 139 | 6 |
Bars Traded | 7010 | 6505 | 505 | 7010 | 6505 | 505 |
Profit Streak | 51.1925 | 0 | 51.4425 | 51.1925 | 0 | 51.4425 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439688 | -105350 | -250799 | -165450 | -232430 | -689116 |
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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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