Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619593.636 | 572180.4874 | 47413.1486 | -31609.3889 | 57917.3504 | -89526.7394 |
Total P&L (%) | 619.5936 | 572.1805 | 47.4131 | -31.6094 | 57.9174 | -89.5267 |
Avg Daily Profit (%) | 0.3294 | 0.3042 | 0.0252 | -0.0202 | 0.0243 | -0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312826 | -178962 | -173108 | -421404 | -245618 | -213849 |
Profit Factor | 1.6269 | 2.016 | 1.1115 | 0.9622 | 1.1146 | 0.7304 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 48.0519 | 44.1558 | 51.9481 | 48.0519 | 44.1558 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.7588 | 2.5497 | 1.0282 | 1.0403 | 1.4097 | 0.6756 |
Largest Winning Trade | 360323 | 360323 | 53910 | 229564 | 229564 | 41925 |
Largest Losing Trade | -64428 | -44082 | -64428 | -176329 | -176329 | -67522 |
Avg Bars in Trades | 144 | 156 | 133 | 144 | 156 | 133 |
Avg Bars in Winners | 156 | 149 | 162 | 156 | 149 | 162 |
Avg Bars in Losers | 133 | 161 | 101 | 133 | 161 | 101 |
Bars Traded | 22263 | 12018 | 10245 | 22263 | 12018 | 10245 |
Profit Streak | 0 | 13.3905 | 0 | 0 | 13.3905 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441840 | -30867 | -300323 | -579061 | -299263 | -622483 |
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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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