Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145874.427 | 1090673.8583 | 55200.5687 | 3694.4181 | -143318.0554 | 147012.4734 |
Total P&L (%) | 1145.8744 | 1090.6739 | 55.2006 | 3.6944 | -143.3181 | 147.0125 |
Avg Daily Profit (%) | 0.4843 | 0.4609 | 0.0233 | 0.0015 | 0 | 0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144915 | -102141 | -177619 | -333031 | -308341 | -147238 |
Profit Factor | 2.2911 | 3.7345 | 1.113 | 1.0027 | 0.7926 | 1.2117 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 66 | 26 | 40 | 66 | 26 | 40 |
Losing Trades | 81 | 48 | 33 | 81 | 48 | 33 |
Profitability (%) | 44.898 | 35.1351 | 54.7945 | 44.898 | 35.1351 | 54.7945 |
Ratio Avg Win / Avg Loss | 2.8118 | 6.8944 | 0.9182 | 1.2305 | 1.4633 | 0.9996 |
Largest Winning Trade | 1057159 | 1057159 | 65938 | 167149 | 105546 | 167149 |
Largest Losing Trade | -78196 | -23821 | -78196 | -82478 | -82478 | -75719 |
Avg Bars in Trades | 62 | 50 | 76 | 62 | 50 | 76 |
Avg Bars in Winners | 101 | 85 | 111 | 101 | 85 | 111 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 9256 | 3704 | 5552 | 9256 | 3704 | 5552 |
Profit Streak | 0 | 0 | 26.1244 | 0 | 0 | 26.1244 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476429 | -53104 | -331136 | -575729 | -649350 | -214481 |
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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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