Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718984.4891 | 822679.1475 | -103694.6584 | -99875.7415 | -22841.8144 | -77033.9271 |
Total P&L (%) | 718.9845 | 822.6791 | -103.6947 | -99.8757 | -22.8418 | -77.0339 |
Avg Daily Profit (%) | 0.3057 | 0.3498 | -0.0441 | -0.2841 | -0.011 | -0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266329 | -102564 | -346317 | -179511 | -28707 | -151034 |
Profit Factor | 1.6265 | 2.6249 | 0.8383 | 0.477 | 0.398 | 0.4966 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 48.7179 | 47.4359 | 50 | 48.7179 | 47.4359 | 50 |
Ratio Avg Win / Avg Loss | 1.7121 | 2.9087 | 0.8383 | 0.5021 | 0.441 | 0.4966 |
Largest Winning Trade | 913319 | 913319 | 60519 | 56527 | 12463 | 56527 |
Largest Losing Trade | -97023 | -50901 | -97023 | -148962 | -26034 | -148962 |
Avg Bars in Trades | 29 | 22 | 36 | 29 | 22 | 36 |
Avg Bars in Winners | 37 | 28 | 46 | 37 | 28 | 46 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 4591 | 1722 | 2869 | 4591 | 1722 | 2869 |
Profit Streak | 0 | 0 | 42.7879 | 0 | 0 | 42.7879 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454214 | -20853 | -613813 | -580181 | -615955 | -613813 |
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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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