Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804925.0336 | 703099.509 | 101825.5246 | 1306157.8745 | -15460.3345 | 1321618.209 |
Total P&L (%) | 804.925 | 703.0995 | 101.8255 | 1306.1579 | -15.4603 | 1321.6182 |
Avg Daily Profit (%) | 0.4358 | 0.3807 | 0.0551 | 0.1432 | -0.0091 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111109 | -84472 | -81083 | -3507350 | -2988044 | -1343656 |
Profit Factor | 2.0639 | 2.9133 | 1.2617 | 1.0721 | 0.9983 | 1.1442 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 37.5839 | 33.3333 | 41.8919 | 37.5839 | 33.3333 | 41.8919 |
Ratio Avg Win / Avg Loss | 3.4275 | 5.8267 | 1.7501 | 1.7804 | 1.9966 | 1.5871 |
Largest Winning Trade | 463354 | 463354 | 59535 | 1538445 | 1538445 | 1419972 |
Largest Losing Trade | -26271 | -20433 | -26271 | -748138 | -687749 | -748138 |
Avg Bars in Trades | 146 | 131 | 161 | 146 | 131 | 161 |
Avg Bars in Winners | 276 | 264 | 286 | 276 | 264 | 286 |
Avg Bars in Losers | 67 | 64 | 71 | 67 | 64 | 71 |
Bars Traded | 21793 | 9835 | 11958 | 21793 | 9835 | 11958 |
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 | 343518 | -48294 | -185952 | -146021 | -641439 | -129035 |
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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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