Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811422.089 | 700678.5444 | 110743.5447 | 867605.6733 | 47683.6113 | 819922.062 |
Total P&L (%) | 811.4221 | 700.6785 | 110.7435 | 867.6057 | 47.6836 | 819.9221 |
Avg Daily Profit (%) | 0.4191 | 0.3619 | 0.0572 | 0.1173 | 0.0201 | 0.1147 |
Buy And Hold Return (%) | 10.5845 | 10.5845 | 10.5845 | 10.5845 | 10.5845 | 10.5845 |
Max Trade Drawdown | -167717 | -151451 | -76600 | -1102777 | -1180304 | -567445 |
Profit Factor | 1.9548 | 2.5701 | 1.2744 | 1.1279 | 1.0126 | 1.2732 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
Losing Trades | 86 | 51 | 35 | 86 | 51 | 35 |
Profitability (%) | 39.0071 | 28.169 | 50 | 39.0071 | 28.169 | 50 |
Ratio Avg Win / Avg Loss | 3.0566 | 6.5537 | 1.2744 | 1.7636 | 2.5821 | 1.2732 |
Largest Winning Trade | 379500 | 379500 | 49626 | 920912 | 920912 | 435853 |
Largest Losing Trade | -43122 | -21966 | -43122 | -320284 | -290367 | -320284 |
Avg Bars in Trades | 161 | 141 | 180 | 161 | 141 | 180 |
Avg Bars in Winners | 283 | 315 | 265 | 283 | 315 | 265 |
Avg Bars in Losers | 82 | 73 | 95 | 82 | 73 | 95 |
Bars Traded | 22732 | 10070 | 12661 | 22732 | 10070 | 12661 |
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 | 349977 | -88484 | -211074 | -118629 | -476080 | -134021 |
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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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