Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538983.8092 | 448551.5854 | 90432.2239 | 395887.3477 | 572297.2901 | -176409.9424 |
Total P&L (%) | 538.9838 | 448.5516 | 90.4322 | 395.8873 | 572.2973 | -176.4099 |
Avg Daily Profit (%) | 0.2157 | 0.1795 | 0.0362 | 0.0641 | 0.0763 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125480 | -123465 | -118268 | -563506 | -434209 | -574196 |
Profit Factor | 1.6152 | 2.0957 | 1.1938 | 1.147 | 1.4786 | 0.8822 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 43.3962 | 37.5 | 49.3671 | 43.3962 | 37.5 | 49.3671 |
Ratio Avg Win / Avg Loss | 2.1068 | 3.4928 | 1.2244 | 1.4961 | 2.4643 | 0.9048 |
Largest Winning Trade | 240035 | 240035 | 53835 | 366711 | 366711 | 171200 |
Largest Losing Trade | -48592 | -21373 | -48592 | -267127 | -126682 | -267127 |
Avg Bars in Trades | 93 | 84 | 101 | 93 | 84 | 101 |
Avg Bars in Winners | 146 | 132 | 157 | 146 | 132 | 157 |
Avg Bars in Losers | 51 | 55 | 47 | 51 | 55 | 47 |
Bars Traded | 14796 | 6767 | 8029 | 14796 | 6767 | 8029 |
Profit Streak | 0 | 0 | 141.4407 | 0 | 0 | 141.4407 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341793 | -12888 | -177791 | -167924 | -112721 | -606631 |
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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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