Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571110.6973 | 591784.0855 | -20673.3881 | 44632.4194 | 395134.5449 | -350502.1255 |
Total P&L (%) | 571.1107 | 591.7841 | -20.6734 | 44.6324 | 395.1345 | -350.5021 |
Avg Daily Profit (%) | 0.3047 | 0.3157 | -0.011 | 0.0197 | 0.0854 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255542 | -141464 | -157809 | -494339 | -163014 | -296205 |
Profit Factor | 1.6335 | 2.2163 | 0.9502 | 1.0504 | 2.0517 | 0.3136 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 47.7707 | 49.3671 | 46.1538 | 47.7707 | 49.3671 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7859 | 2.2732 | 1.1086 | 1.1484 | 2.1043 | 0.3658 |
Largest Winning Trade | 406910 | 406910 | 53257 | 406910 | 406910 | 34794 |
Largest Losing Trade | -39485 | -39485 | -32672 | -101938 | -96826 | -101938 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 63 | 60 | 65 | 63 | 60 | 65 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 7010 | 3520 | 3491 | 7010 | 3520 | 3491 |
Profit Streak | 0 | 0 | 79.7408 | 0 | 0 | 79.7408 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431327 | -13959 | -614102 | -333542 | -102262 | -615768 |
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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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