Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605073.3059 | 543616.3901 | 61456.9157 | 310666.1337 | 440660.7352 | -129994.6015 |
Total P&L (%) | 605.0733 | 543.6164 | 61.4569 | 310.6661 | 440.6607 | -129.9946 |
Avg Daily Profit (%) | 0.2571 | 0.231 | 0.0261 | 0.06 | 0.0717 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106137 | -64751 | -86405 | -845788 | -605222 | -486649 |
Profit Factor | 2.0389 | 2.7832 | 1.2214 | 1.0814 | 1.2149 | 0.9263 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 49.3671 | 48.1013 | 50.6329 | 49.3671 | 48.1013 | 50.6329 |
Ratio Avg Win / Avg Loss | 2.0911 | 3.0029 | 1.1909 | 1.1092 | 1.3108 | 0.9031 |
Largest Winning Trade | 430396 | 430396 | 55966 | 818371 | 818371 | 292937 |
Largest Losing Trade | -56071 | -56071 | -32357 | -507161 | -507161 | -253400 |
Avg Bars in Trades | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Winners | 84 | 77 | 91 | 84 | 77 | 91 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 9049 | 4271 | 4778 | 9049 | 4271 | 4778 |
Profit Streak | 0 | 0 | 25.6738 | 0 | 0 | 25.6738 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467384 | -14082 | -184806 | -243109 | -125285 | -606633 |
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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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