Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707475.0024 | 593494.0092 | 113980.9933 | 668195.0344 | -217335.1114 | 885530.1457 |
Total P&L (%) | 707.475 | 593.494 | 113.981 | 668.195 | -217.3351 | 885.5301 |
Avg Daily Profit (%) | 0.3005 | 0.2521 | 0.0484 | 0.0866 | 0 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159725 | -72462 | -211439 | -584244 | -873568 | -239593 |
Profit Factor | 1.7375 | 2.3521 | 1.219 | 1.2449 | 0.8741 | 1.8835 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 44 | 44 | 44 | 44 | 44 | 44 |
Ratio Avg Win / Avg Loss | 2.2113 | 2.9936 | 1.5515 | 1.5845 | 1.1125 | 2.3972 |
Largest Winning Trade | 326333 | 326333 | 67106 | 564084 | 564084 | 277556 |
Largest Losing Trade | -42333 | -27280 | -42333 | -248698 | -248698 | -151337 |
Avg Bars in Trades | 46 | 39 | 53 | 46 | 39 | 53 |
Avg Bars in Winners | 75 | 60 | 89 | 75 | 60 | 89 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 6978 | 2999 | 3979 | 6978 | 2999 | 3979 |
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 | 383149 | -46328 | -186846 | -77559 | -638402 | -118465 |
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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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