Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508426.2598 | 420693.5829 | 87732.6769 | 302624.6239 | 600937.1979 | -298312.574 |
Total P&L (%) | 508.4263 | 420.6936 | 87.7327 | 302.6246 | 600.9372 | -298.3126 |
Avg Daily Profit (%) | 0.2034 | 0.1683 | 0.0351 | 0.0557 | 0.0779 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177839 | -151733 | -130263 | -671283 | -297076 | -618181 |
Profit Factor | 1.5843 | 1.9924 | 1.1966 | 1.1492 | 1.732 | 0.7529 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 44.0252 | 38.75 | 49.3671 | 44.0252 | 38.75 | 49.3671 |
Ratio Avg Win / Avg Loss | 2.0143 | 3.1493 | 1.2273 | 1.4611 | 2.7377 | 0.7722 |
Largest Winning Trade | 221464 | 221464 | 54568 | 387082 | 387082 | 101324 |
Largest Losing Trade | -59948 | -25607 | -59948 | -420157 | -81332 | -420157 |
Avg Bars in Trades | 93 | 75 | 110 | 93 | 75 | 110 |
Avg Bars in Winners | 149 | 128 | 165 | 149 | 128 | 165 |
Avg Bars in Losers | 49 | 42 | 56 | 49 | 42 | 56 |
Bars Traded | 14810 | 6075 | 8735 | 14810 | 6075 | 8735 |
Profit Streak | 0 | 0 | 253.8335 | 0 | 0 | 253.8335 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342323 | -12697 | -176082 | -176363 | -109011 | -606607 |
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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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