Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589702.8778 | 522966.3614 | 66736.5164 | 130269.3527 | -30433.3258 | 160702.6785 |
Total P&L (%) | 589.7029 | 522.9664 | 66.7365 | 130.2694 | -30.4333 | 160.7027 |
Avg Daily Profit (%) | 0.2356 | 0.2089 | 0.0267 | 0.0333 | -0.0145 | 0.0383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209665 | -192885 | -20343 | -1131403 | -1025332 | -120686 |
Profit Factor | 1.7404 | 1.7667 | 1.5832 | 1.0505 | 0.9866 | 1.5071 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 43.3121 | 37.1795 | 49.3671 | 43.3121 | 37.1795 | 49.3671 |
Ratio Avg Win / Avg Loss | 2.2778 | 2.9851 | 1.6238 | 1.3749 | 1.6669 | 1.5457 |
Largest Winning Trade | 338440 | 338440 | 28861 | 604190 | 604190 | 105035 |
Largest Losing Trade | -47779 | -47779 | -7838 | -365044 | -365044 | -52157 |
Avg Bars in Trades | 61 | 118 | 5 | 61 | 118 | 5 |
Avg Bars in Winners | 80 | 181 | 4 | 80 | 181 | 4 |
Avg Bars in Losers | 47 | 80 | 5 | 47 | 80 | 5 |
Bars Traded | 9644 | 9242 | 401 | 9644 | 9242 | 401 |
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 | 355051 | -27980 | -181482 | -315161 | -617444 | -166229 |
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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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