Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494689.6509 | 382650.072 | 112039.5789 | -204638.0656 | 283675.1496 | -488313.2153 |
Total P&L (%) | 494.6897 | 382.6501 | 112.0396 | -204.6381 | 283.6752 | -488.3132 |
Avg Daily Profit (%) | 0.26 | 0.2011 | 0.0589 | 0 | 0.0707 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112646 | -87229 | -155447 | -1089191 | -323671 | -952907 |
Profit Factor | 1.5833 | 2.143 | 1.2183 | 0.9139 | 1.3312 | 0.6786 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 80 | 46 | 34 | 77 | 40 | 37 |
Losing Trades | 73 | 31 | 42 | 76 | 37 | 39 |
Profitability (%) | 52.2876 | 59.7403 | 44.7368 | 50.3268 | 51.9481 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.4448 | 1.4442 | 1.5049 | 0.902 | 1.2313 | 0.7153 |
Largest Winning Trade | 107927 | 107927 | 67163 | 322393 | 210746 | 322393 |
Largest Losing Trade | -107157 | -38416 | -107157 | -558478 | -119430 | -558478 |
Avg Bars in Trades | 36 | 21 | 51 | 36 | 21 | 51 |
Avg Bars in Winners | 38 | 17 | 66 | 35 | 21 | 50 |
Avg Bars in Losers | 33 | 25 | 39 | 36 | 20 | 52 |
Bars Traded | 5526 | 1627 | 3899 | 5526 | 1627 | 3899 |
Profit Streak | 0 | 0 | 556.2723 | 505.6057 | 592.6057 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397715 | -29543 | -164504 | -579349 | -138348 | -630747 |
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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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