Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557231.9862 | 354358.6114 | 202873.3747 | 290995.7334 | 398789.5583 | -107793.825 |
Total P&L (%) | 557.232 | 354.3586 | 202.8734 | 290.9957 | 398.7896 | -107.7938 |
Avg Daily Profit (%) | 0.3075 | 0.1955 | 0.112 | 0.0753 | 0.0887 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149439 | -80380 | -101031 | -2342372 | -906715 | -2067231 |
Profit Factor | 1.7345 | 1.8417 | 1.6008 | 1.046 | 1.1362 | 0.9683 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 71 | 29 | 42 | 71 | 29 | 42 |
Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Profitability (%) | 45.2229 | 36.7089 | 53.8462 | 45.2229 | 36.7089 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.1009 | 3.1753 | 1.3721 | 1.267 | 1.959 | 0.83 |
Largest Winning Trade | 300346 | 300346 | 60080 | 932130 | 932130 | 471256 |
Largest Losing Trade | -76137 | -27046 | -76137 | -1976196 | -407131 | -1976196 |
Avg Bars in Trades | 67 | 61 | 74 | 67 | 61 | 74 |
Avg Bars in Winners | 93 | 92 | 94 | 93 | 92 | 94 |
Avg Bars in Losers | 46 | 43 | 50 | 46 | 43 | 50 |
Bars Traded | 10645 | 4845 | 5800 | 10645 | 4845 | 5800 |
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 | 403531 | -21049 | -75579 | -263423 | -176210 | -614737 |
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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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