Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390703.6356 | 310188.7531 | 80514.8825 | 216665.7224 | 164518.9657 | 52146.7567 |
Total P&L (%) | 390.7036 | 310.1888 | 80.5149 | 216.6657 | 164.519 | 52.1468 |
Avg Daily Profit (%) | 0.3751 | 0.2978 | 0.0773 | 0.1107 | 0.0934 | 0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173090 | -133635 | -60274 | -1351467 | -1096456 | -432997 |
Profit Factor | 1.6917 | 1.7798 | 1.482 | 1.0605 | 1.0666 | 1.047 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 59 | 21 | 38 | 59 | 21 | 38 |
Losing Trades | 87 | 52 | 35 | 87 | 52 | 35 |
Profitability (%) | 40.411 | 28.7671 | 52.0548 | 40.411 | 28.7671 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.4946 | 4.4072 | 1.365 | 1.5638 | 2.641 | 0.9643 |
Largest Winning Trade | 175921 | 175921 | 24903 | 841375 | 841375 | 163113 |
Largest Losing Trade | -27151 | -27151 | -10965 | -255183 | -255183 | -152688 |
Avg Bars in Trades | 169 | 244 | 94 | 169 | 244 | 94 |
Avg Bars in Winners | 239 | 462 | 117 | 239 | 462 | 117 |
Avg Bars in Losers | 122 | 156 | 70 | 122 | 156 | 70 |
Bars Traded | 24796 | 17863 | 6933 | 24796 | 17863 | 6933 |
Profit Streak | 0 | 0 | 59.3887 | 0 | 0 | 59.3887 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323286 | -73337 | -158843 | -201388 | -299597 | -381073 |
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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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