Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342365.0847 | 223614.9332 | 118750.1515 | 890251.2124 | 1036258.0864 | -146006.874 |
Total P&L (%) | 342.3651 | 223.6149 | 118.7502 | 890.2512 | 1036.2581 | -146.0069 |
Avg Daily Profit (%) | 0.3287 | 0.2147 | 0.114 | 0.2203 | 0.2336 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94010 | -42830 | -75433 | -1789506 | -635138 | -1491575 |
Profit Factor | 1.8032 | 2.0999 | 1.5327 | 1.215 | 1.5916 | 0.9389 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 45.8065 | 45.4545 | 46.1538 | 45.8065 | 45.4545 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.1334 | 2.5198 | 1.7881 | 1.4374 | 1.9099 | 1.0954 |
Largest Winning Trade | 77769 | 77769 | 47871 | 728776 | 728776 | 464095 |
Largest Losing Trade | -21625 | -21625 | -20977 | -583111 | -475030 | -583111 |
Avg Bars in Trades | 159 | 146 | 172 | 159 | 146 | 172 |
Avg Bars in Winners | 244 | 225 | 263 | 244 | 225 | 263 |
Avg Bars in Losers | 87 | 80 | 94 | 87 | 80 | 94 |
Bars Traded | 24736 | 11278 | 13458 | 24736 | 11278 | 13458 |
Profit Streak | 0 | 38.9902 | 0 | 0 | 38.9902 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407615 | -30998 | -74143 | 250459 | -31435 | -615065 |
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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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