Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614807.3261 | 553912.172 | 60895.1541 | 444086.2983 | 486996.7648 | -42910.4666 |
Total P&L (%) | 614.8073 | 553.9122 | 60.8952 | 444.0863 | 486.9968 | -42.9105 |
Avg Daily Profit (%) | 0.2951 | 0.2659 | 0.0292 | 0.0813 | 0.085 | -0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155929 | -181194 | -60421 | -881498 | -694634 | -334494 |
Profit Factor | 1.8261 | 2.121 | 1.2435 | 1.1785 | 1.2741 | 0.9397 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 47.7987 | 41.7722 | 53.75 | 47.7987 | 41.7722 | 53.75 |
Ratio Avg Win / Avg Loss | 1.9943 | 2.9566 | 1.07 | 1.287 | 1.776 | 0.8086 |
Largest Winning Trade | 323059 | 323059 | 32521 | 594710 | 594710 | 68956 |
Largest Losing Trade | -45807 | -45807 | -24610 | -338160 | -338160 | -88431 |
Avg Bars in Trades | 151 | 248 | 55 | 151 | 248 | 55 |
Avg Bars in Winners | 180 | 332 | 63 | 180 | 332 | 63 |
Avg Bars in Losers | 124 | 188 | 45 | 124 | 188 | 45 |
Bars Traded | 24091 | 19662 | 4429 | 24091 | 19662 | 4429 |
Profit Streak | 13.3847 | 0 | 13.6347 | 13.3847 | 0 | 13.6347 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464258 | -17523 | -173072 | -107964 | -108608 | -599149 |
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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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