Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490365.0272 | 305776.8057 | 184588.2216 | 1035843.5312 | 1421029.823 | -385186.2918 |
Total P&L (%) | 490.365 | 305.7768 | 184.5882 | 1035.8435 | 1421.0298 | -385.1863 |
Avg Daily Profit (%) | 0.2922 | 0.1822 | 0.11 | 0.1449 | 0.1623 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149840 | -98247 | -78100 | -4960854 | -3031209 | -1984483 |
Profit Factor | 1.7105 | 1.8355 | 1.5694 | 1.0921 | 1.2381 | 0.9271 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 48.1013 | 44.3038 | 51.8987 | 48.1013 | 44.3038 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.8456 | 2.3074 | 1.4546 | 1.1783 | 1.5564 | 0.8592 |
Largest Winning Trade | 171501 | 171501 | 51699 | 2171662 | 2171662 | 737367 |
Largest Losing Trade | -29928 | -29928 | -23515 | -1811397 | -1811397 | -874511 |
Avg Bars in Trades | 125 | 105 | 145 | 125 | 105 | 145 |
Avg Bars in Winners | 177 | 142 | 207 | 177 | 142 | 207 |
Avg Bars in Losers | 77 | 75 | 79 | 77 | 75 | 79 |
Bars Traded | 19817 | 8297 | 11520 | 19817 | 8297 | 11520 |
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 | 422650 | -18221 | -71121 | -118336 | -20640 | -607489 |
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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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