Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629388.4779 | 608478.4093 | 20910.0686 | -36881.891 | -63407.2231 | 26525.332 |
Total P&L (%) | 629.3885 | 608.4784 | 20.9101 | -36.8819 | -63.4072 | 26.5253 |
Avg Daily Profit (%) | 0.3259 | 0.3151 | 0.0108 | -0.0238 | -0.052 | 0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171975 | -166968 | -94970 | -263786 | -303933 | -74169 |
Profit Factor | 1.7395 | 2.1489 | 1.065 | 0.957 | 0.8921 | 1.0981 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 50.3185 | 44.8718 | 55.6962 | 50.3185 | 44.8718 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.7175 | 2.6401 | 0.8472 | 0.9449 | 1.096 | 0.8735 |
Largest Winning Trade | 665441 | 665441 | 19975 | 237418 | 237418 | 36842 |
Largest Losing Trade | -51848 | -51848 | -29641 | -97508 | -97508 | -34318 |
Avg Bars in Trades | 22 | 30 | 14 | 22 | 30 | 14 |
Avg Bars in Winners | 25 | 39 | 13 | 25 | 39 | 13 |
Avg Bars in Losers | 19 | 23 | 14 | 19 | 23 | 14 |
Bars Traded | 3524 | 2412 | 1112 | 3524 | 2412 | 1112 |
Profit Streak | 0 | 96.7477 | 0 | 0 | 96.7477 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487920 | -21985 | -361247 | -579636 | -614205 | -320165 |
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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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