Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761342.0358 | 649188.2007 | 112153.8351 | 641949.9115 | -186775.9945 | 828725.906 |
Total P&L (%) | 761.342 | 649.1882 | 112.1538 | 641.9499 | -186.776 | 828.7259 |
Avg Daily Profit (%) | 0.3931 | 0.3352 | 0.0579 | 0.1035 | 0 | 0.1151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126702 | -96855 | -128716 | -1268437 | -1149098 | -323367 |
Profit Factor | 1.815 | 2.2978 | 1.2585 | 1.1599 | 0.9245 | 1.5383 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 69 | 26 | 43 | 69 | 26 | 43 |
Losing Trades | 83 | 50 | 33 | 83 | 50 | 33 |
Profitability (%) | 45.3947 | 34.2105 | 56.5789 | 45.3947 | 34.2105 | 56.5789 |
Ratio Avg Win / Avg Loss | 2.1833 | 4.4189 | 0.9658 | 1.3953 | 1.7779 | 1.1805 |
Largest Winning Trade | 358427 | 358427 | 48861 | 791728 | 791728 | 355342 |
Largest Losing Trade | -50612 | -35819 | -50612 | -323307 | -323307 | -251817 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 32 | 38 | 28 | 32 | 38 | 28 |
Avg Bars in Losers | 18 | 22 | 12 | 18 | 22 | 12 |
Bars Traded | 3747 | 2098 | 1649 | 3747 | 2098 | 1649 |
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 | 446919 | -41752 | -165491 | -99684 | -633320 | -85401 |
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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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