Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408028.0174 | 361993.3517 | 46034.6657 | 24003.0994 | 57853.6846 | -33850.5852 |
Total P&L (%) | 408.028 | 361.9934 | 46.0347 | 24.0031 | 57.8537 | -33.8506 |
Avg Daily Profit (%) | 0.1882 | 0.167 | 0.0212 | 0.0099 | 0.0211 | -0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147837 | -115116 | -78532 | -683477 | -622457 | -354955 |
Profit Factor | 1.5268 | 1.9117 | 1.1219 | 1.0095 | 1.0417 | 0.9706 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 48.0519 | 48.0519 | 48.0519 | 48.0519 | 48.0519 | 48.0519 |
Ratio Avg Win / Avg Loss | 1.6506 | 2.0667 | 1.2129 | 1.0913 | 1.1262 | 1.0493 |
Largest Winning Trade | 296812 | 296812 | 52300 | 490615 | 490615 | 198051 |
Largest Losing Trade | -49504 | -30365 | -49504 | -234270 | -203006 | -234270 |
Avg Bars in Trades | 40 | 33 | 46 | 40 | 33 | 46 |
Avg Bars in Winners | 53 | 42 | 65 | 53 | 42 | 65 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 6169 | 2595 | 3573 | 6169 | 2595 | 3573 |
Profit Streak | 0 | 0 | 78.1061 | 0 | 0 | 78.1061 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365422 | -31747 | -294317 | -393869 | -382919 | -620863 |
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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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