Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452739.816 | 397127.4465 | 55612.3695 | 216036.892 | 545985.9773 | -329949.0854 |
Total P&L (%) | 452.7398 | 397.1274 | 55.6124 | 216.0369 | 545.986 | -329.9491 |
Avg Daily Profit (%) | 0.2058 | 0.1805 | 0.0253 | 0.0523 | 0.0848 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126636 | -120807 | -107682 | -789317 | -435718 | -642991 |
Profit Factor | 1.5545 | 1.9268 | 1.1433 | 1.067 | 1.3232 | 0.7848 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 50.3268 | 49.3506 | 51.3158 | 50.3268 | 49.3506 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.5343 | 1.9775 | 1.0847 | 1.0532 | 1.358 | 0.7446 |
Largest Winning Trade | 129535 | 129535 | 54510 | 430922 | 430922 | 129010 |
Largest Losing Trade | -62357 | -32761 | -62357 | -366774 | -288433 | -366774 |
Avg Bars in Trades | 84 | 72 | 97 | 84 | 72 | 97 |
Avg Bars in Winners | 103 | 84 | 121 | 103 | 84 | 121 |
Avg Bars in Losers | 66 | 60 | 72 | 66 | 60 | 72 |
Bars Traded | 12976 | 5559 | 7417 | 12976 | 5559 | 7417 |
Profit Streak | 0 | 0 | 46.8515 | 0 | 0 | 46.8515 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405529 | -31097 | -271653 | -269001 | -121268 | -629506 |
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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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