Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690916.0975 | 839180.9235 | -148264.826 | -99396.037 | -16672.5091 | -82723.5279 |
Total P&L (%) | 690.9161 | 839.1809 | -148.2648 | -99.396 | -16.6725 | -82.7235 |
Avg Daily Profit (%) | 0.2938 | 0.3568 | -0.063 | -0.217 | -0.0078 | -0.0746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232882 | -91517 | -267213 | -92553 | -12126 | -12344 |
Profit Factor | 1.6352 | 2.7761 | 0.759 | 0.1599 | 0.3881 | 0.0916 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 46.9799 | 48 | 45.9459 | 46.9799 | 48 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.8454 | 3.0075 | 0.893 | 0.1804 | 0.4204 | 0.1077 |
Largest Winning Trade | 913319 | 913319 | 60519 | 4272 | 4272 | 3701 |
Largest Losing Trade | -95011 | -50901 | -95011 | -75701 | -12126 | -75701 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Losers | 22 | 16 | 27 | 22 | 16 | 27 |
Bars Traded | 4265 | 1691 | 2574 | 4265 | 1691 | 2574 |
Profit Streak | 0 | 0 | 12.248 | 0 | 0 | 12.248 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411577 | -42782 | -646193 | -581002 | -637958 | -645915 |
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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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