Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670138.4799 | 519674.127 | 150464.3529 | 1293526.8209 | -888981.8562 | 2182508.677 |
Total P&L (%) | 670.1385 | 519.6741 | 150.4644 | 1293.5268 | -888.9819 | 2182.5087 |
Avg Daily Profit (%) | 0.3218 | 0.2495 | 0.0723 | 0.1266 | 0 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99084 | -106419 | -92580 | -4391478 | -3257815 | -2832518 |
Profit Factor | 1.8447 | 2.2392 | 1.4024 | 1.0918 | 0.8876 | 1.3527 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 63 | 23 | 40 | 63 | 23 | 40 |
Losing Trades | 93 | 55 | 38 | 93 | 55 | 38 |
Profitability (%) | 40.3846 | 29.4872 | 51.2821 | 40.3846 | 29.4872 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.7232 | 5.3545 | 1.3322 | 1.6116 | 2.1225 | 1.2851 |
Largest Winning Trade | 254359 | 254359 | 61509 | 2060858 | 2060858 | 1462183 |
Largest Losing Trade | -42604 | -20961 | -42604 | -1101345 | -667268 | -1101345 |
Avg Bars in Trades | 156 | 139 | 174 | 156 | 139 | 174 |
Avg Bars in Winners | 272 | 281 | 267 | 272 | 281 | 267 |
Avg Bars in Losers | 78 | 79 | 76 | 78 | 79 | 76 |
Bars Traded | 24465 | 10866 | 13599 | 24465 | 10866 | 13599 |
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 | 347666 | -31773 | -130052 | -145018 | -622496 | -26273 |
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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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