Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457220.3693 | 279138.6484 | 178081.7208 | 495364.9134 | -26121.5422 | 521486.4556 |
Total P&L (%) | 457.2204 | 279.1386 | 178.0817 | 495.3649 | -26.1215 | 521.4865 |
Avg Daily Profit (%) | 0.2607 | 0.1592 | 0.1016 | 0.1018 | -0.0173 | 0.1042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111143 | -125585 | -95124 | -307825 | -296814 | -238723 |
Profit Factor | 1.6276 | 1.7135 | 1.5279 | 1.2335 | 0.9781 | 1.5602 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
Profitability (%) | 50.3185 | 41.7722 | 58.9744 | 50.3185 | 41.7722 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.607 | 2.3885 | 1.0629 | 1.2179 | 1.3633 | 1.0853 |
Largest Winning Trade | 150083 | 150083 | 52674 | 179720 | 178288 | 179720 |
Largest Losing Trade | -39186 | -33263 | -39186 | -143430 | -120961 | -143430 |
Avg Bars in Trades | 43 | 30 | 56 | 43 | 30 | 56 |
Avg Bars in Winners | 61 | 45 | 72 | 61 | 45 | 72 |
Avg Bars in Losers | 25 | 20 | 32 | 25 | 20 | 32 |
Bars Traded | 6831 | 2446 | 4385 | 6831 | 2446 | 4385 |
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 | 435084 | -19638 | -88935 | -56543 | -609269 | -84742 |
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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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