Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493151.9292 | 402685.4417 | 90466.4875 | 317123.8575 | -289874.924 | 606998.7815 |
Total P&L (%) | 493.1519 | 402.6854 | 90.4665 | 317.1239 | -289.8749 | 606.9988 |
Avg Daily Profit (%) | 0.4734 | 0.3866 | 0.0868 | 0.1372 | 0 | 0.1879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123610 | -122117 | -42897 | -1288275 | -1380266 | -337660 |
Profit Factor | 1.7877 | 1.9897 | 1.4127 | 1.0743 | 0.8967 | 1.4154 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 38.9262 | 31.0811 | 46.6667 | 38.9262 | 31.0811 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.8048 | 4.4119 | 1.6146 | 1.6855 | 1.9884 | 1.6176 |
Largest Winning Trade | 359595 | 359595 | 32568 | 490131 | 490131 | 348847 |
Largest Losing Trade | -33991 | -33991 | -20600 | -375267 | -375267 | -286436 |
Avg Bars in Trades | 165 | 240 | 91 | 165 | 240 | 91 |
Avg Bars in Winners | 225 | 402 | 109 | 225 | 402 | 109 |
Avg Bars in Losers | 126 | 167 | 74 | 126 | 167 | 74 |
Bars Traded | 24622 | 17794 | 6828 | 24622 | 17794 | 6828 |
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 | 339703 | -58819 | -133379 | -151477 | -649815 | -48419 |
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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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