Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400497.5622 | 315616.7004 | 84880.8618 | 46259.5056 | 68935.0201 | -22675.5145 |
Total P&L (%) | 400.4976 | 315.6167 | 84.8809 | 46.2595 | 68.935 | -22.6755 |
Avg Daily Profit (%) | 0.208 | 0.1639 | 0.0441 | 0.0197 | 0.0272 | -0.0134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148521 | -60908 | -136986 | -776188 | -295211 | -721986 |
Profit Factor | 1.4346 | 1.7505 | 1.1694 | 1.0153 | 1.0517 | 0.9866 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 45.6647 | 41.3793 | 50 | 45.6647 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 1.707 | 2.4798 | 1.1694 | 1.208 | 1.4899 | 0.9866 |
Largest Winning Trade | 199083 | 199083 | 48412 | 268969 | 268969 | 134566 |
Largest Losing Trade | -59552 | -25326 | -59552 | -477019 | -116250 | -477019 |
Avg Bars in Trades | 129 | 101 | 157 | 129 | 101 | 157 |
Avg Bars in Winners | 163 | 115 | 203 | 163 | 115 | 203 |
Avg Bars in Losers | 101 | 92 | 112 | 101 | 92 | 112 |
Bars Traded | 22425 | 8846 | 13579 | 22425 | 8846 | 13579 |
Profit Streak | 0 | 0 | 52.7943 | 0 | 0 | 52.7943 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321371 | 250461 | -167956 | -372659 | -323933 | -580538 |
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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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