Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586750.2347 | 455136.3318 | 131613.9028 | 598997.9327 | -213098.2627 | 812096.1954 |
Total P&L (%) | 586.7502 | 455.1363 | 131.6139 | 598.9979 | -213.0983 | 812.0962 |
Avg Daily Profit (%) | 0.2816 | 0.2185 | 0.0632 | 0.0934 | 0 | 0.1062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123146 | -79196 | -181350 | -1233863 | -947324 | -570875 |
Profit Factor | 1.6665 | 2.0608 | 1.2916 | 1.1707 | 0.8858 | 1.4942 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 47.7124 | 43.4211 | 51.9481 | 47.7124 | 43.4211 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.8263 | 2.6853 | 1.1947 | 1.2829 | 1.1542 | 1.3821 |
Largest Winning Trade | 198755 | 198755 | 57219 | 601495 | 500501 | 601495 |
Largest Losing Trade | -58745 | -28999 | -58745 | -308160 | -306661 | -308160 |
Avg Bars in Trades | 161 | 144 | 177 | 161 | 144 | 177 |
Avg Bars in Winners | 226 | 184 | 261 | 226 | 184 | 261 |
Avg Bars in Losers | 101 | 113 | 87 | 101 | 113 | 87 |
Bars Traded | 24653 | 10975 | 13678 | 24653 | 10975 | 13678 |
Profit Streak | 27.2384 | 41.655 | 27.2384 | 27.2384 | 41.655 | 27.2384 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461434 | -39769 | -149705 | -99742 | -630577 | -90731 |
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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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