Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546060.3772 | 468704.0121 | 77356.3652 | -1430.6834 | -71853.9117 | 70423.2283 |
Total P&L (%) | 546.0604 | 468.704 | 77.3564 | -1.4307 | -71.8539 | 70.4232 |
Avg Daily Profit (%) | 0.3708 | 0.3183 | 0.0525 | -0.001 | -0.0861 | 0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186969 | -187440 | -53134 | -621131 | -519275 | -337885 |
Profit Factor | 1.6984 | 1.9274 | 1.2798 | 0.9993 | 0.9419 | 1.0871 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 57 | 20 | 37 | 57 | 20 | 37 |
Losing Trades | 92 | 54 | 38 | 92 | 54 | 38 |
Profitability (%) | 38.255 | 27.027 | 49.3333 | 38.255 | 27.027 | 49.3333 |
Ratio Avg Win / Avg Loss | 2.7412 | 5.2038 | 1.3144 | 1.6129 | 2.543 | 1.1165 |
Largest Winning Trade | 427473 | 427473 | 44950 | 397253 | 397253 | 216018 |
Largest Losing Trade | -47316 | -29918 | -47316 | -284044 | -114603 | -284044 |
Avg Bars in Trades | 55 | 78 | 33 | 55 | 78 | 33 |
Avg Bars in Winners | 86 | 162 | 44 | 86 | 162 | 44 |
Avg Bars in Losers | 37 | 48 | 21 | 37 | 48 | 21 |
Bars Traded | 8339 | 5844 | 2495 | 8339 | 5844 | 2495 |
Profit Streak | 0 | 91.3733 | 0 | 0 | 91.3733 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307537 | -72487 | -180017 | -582173 | -662780 | -326411 |
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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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