Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449026.8267 | 243130.3092 | 205896.5175 | 55807.0992 | 382968.6761 | -327161.5769 |
Total P&L (%) | 449.0268 | 243.1303 | 205.8965 | 55.8071 | 382.9687 | -327.1616 |
Avg Daily Profit (%) | 0.2694 | 0.1458 | 0.1235 | 0.0266 | 0.0945 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176829 | -146651 | -101408 | -1819869 | -1209085 | -1380905 |
Profit Factor | 1.4155 | 1.4153 | 1.4157 | 1.0095 | 1.1404 | 0.896 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
Profitability (%) | 49.0196 | 39.4737 | 58.4416 | 49.0196 | 39.4737 | 58.4416 |
Ratio Avg Win / Avg Loss | 1.4721 | 2.1701 | 1.0067 | 1.0499 | 1.7486 | 0.6372 |
Largest Winning Trade | 169780 | 169780 | 46972 | 927048 | 927048 | 333211 |
Largest Losing Trade | -50936 | -36267 | -50936 | -763626 | -308921 | -763626 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 4973 | 2475 | 2498 | 4973 | 2475 | 2498 |
Profit Streak | 14.1385 | 0 | 24.8052 | 14.1385 | 0 | 24.8052 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360683 | -49992 | -67374 | -367341 | -185338 | -620820 |
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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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