Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625718.7649 | 548487.8474 | 77230.9175 | 113014.6437 | 208232.475 | -95217.8313 |
Total P&L (%) | 625.7188 | 548.4878 | 77.2309 | 113.0146 | 208.2325 | -95.2178 |
Avg Daily Profit (%) | 0.3879 | 0.34 | 0.0479 | 0.0469 | 0.0698 | -0.1883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165068 | -102987 | -114331 | -249113 | -131530 | -247127 |
Profit Factor | 1.6806 | 2.0852 | 1.1866 | 1.1123 | 1.4127 | 0.8103 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 69 | 27 | 42 | 69 | 27 | 42 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 45.3947 | 35.5263 | 55.2632 | 45.3947 | 35.5263 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.0216 | 3.7842 | 0.9606 | 1.338 | 2.5638 | 0.6559 |
Largest Winning Trade | 374366 | 374366 | 54546 | 216310 | 216310 | 36402 |
Largest Losing Trade | -69221 | -39612 | -69221 | -130856 | -43001 | -130856 |
Avg Bars in Trades | 61 | 55 | 67 | 61 | 55 | 67 |
Avg Bars in Winners | 77 | 72 | 80 | 77 | 72 | 80 |
Avg Bars in Losers | 48 | 46 | 52 | 48 | 46 | 52 |
Bars Traded | 9391 | 4244 | 5147 | 9391 | 4244 | 5147 |
Profit Streak | 20.8609 | 0 | 31.3609 | 20.8609 | 0 | 31.3609 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445875 | -41887 | -193900 | -227738 | -152935 | -628735 |
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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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