Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435000.9956 | 385437.3336 | 49563.6621 | 110464.2179 | 185158.9344 | -74694.7165 |
Total P&L (%) | 435.001 | 385.4373 | 49.5637 | 110.4642 | 185.1589 | -74.6947 |
Avg Daily Profit (%) | 0.2088 | 0.185 | 0.0238 | 0.0357 | 0.0503 | -0.0659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159589 | -115874 | -149795 | -262388 | -165528 | -187091 |
Profit Factor | 1.5146 | 1.8775 | 1.1221 | 1.1114 | 1.3532 | 0.8401 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 45.3947 | 43.4211 | 47.3684 | 45.3947 | 43.4211 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.8219 | 2.4464 | 1.2467 | 1.3369 | 1.7632 | 0.9334 |
Largest Winning Trade | 235187 | 235187 | 57311 | 156616 | 156616 | 52483 |
Largest Losing Trade | -41137 | -35191 | -41137 | -48016 | -47663 | -48016 |
Avg Bars in Trades | 160 | 152 | 168 | 160 | 152 | 168 |
Avg Bars in Winners | 225 | 222 | 228 | 225 | 222 | 228 |
Avg Bars in Losers | 106 | 98 | 114 | 106 | 98 | 114 |
Bars Traded | 24399 | 11567 | 12833 | 24399 | 11567 | 12833 |
Profit Streak | 0 | 0 | 52.0199 | 0 | 0 | 52.0199 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331498 | -40959 | -298642 | -244130 | -176221 | -630695 |
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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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