Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644518.585 | 520595.285 | 123923.3 | 343326.6147 | 460371.4782 | -117044.8635 |
Total P&L (%) | 644.5186 | 520.5953 | 123.9233 | 343.3266 | 460.3715 | -117.0449 |
Avg Daily Profit (%) | 0.3431 | 0.2772 | 0.066 | 0.0793 | 0.0918 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99533 | -86221 | -159714 | -383479 | -284779 | -309308 |
Profit Factor | 1.4154 | 1.728 | 1.1481 | 1.1046 | 1.3094 | 0.9348 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 159 | 77 | 82 | 159 | 77 | 82 |
Losing Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Profitability (%) | 52.1311 | 50.6579 | 53.5948 | 52.1311 | 50.6579 | 53.5948 |
Ratio Avg Win / Avg Loss | 1.2997 | 1.6831 | 0.9941 | 1.0143 | 1.2754 | 0.8094 |
Largest Winning Trade | 103602 | 103602 | 41337 | 133481 | 133481 | 123449 |
Largest Losing Trade | -80325 | -48175 | -80325 | -137044 | -121057 | -137044 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5521 | 2748 | 2773 | 5521 | 2748 | 2773 |
Profit Streak | 0 | 18.5023 | 0 | 0 | 18.5023 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439170 | 472991 | -163079 | -190372 | -69105 | -579788 |
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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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