Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426333.1517 | 401753.7397 | 24579.4121 | 138184.5253 | 787163.9197 | -648979.3944 |
Total P&L (%) | 426.3332 | 401.7537 | 24.5794 | 138.1845 | 787.1639 | -648.9794 |
Avg Daily Profit (%) | 0.1788 | 0.1685 | 0.0103 | 0.0364 | 0.0916 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170603 | -79528 | -134250 | -687682 | -241901 | -701580 |
Profit Factor | 1.3908 | 1.921 | 1.0375 | 1.0418 | 1.6587 | 0.693 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Losing Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Profitability (%) | 45.5696 | 49.3671 | 41.7722 | 45.5696 | 49.3671 | 41.7722 |
Ratio Avg Win / Avg Loss | 1.6613 | 1.9702 | 1.4463 | 1.2443 | 1.7012 | 0.966 |
Largest Winning Trade | 78061 | 78061 | 61626 | 276402 | 245134 | 276402 |
Largest Losing Trade | -39966 | -39966 | -35357 | -225877 | -103686 | -225877 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 44 | 39 | 50 | 44 | 39 | 50 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 4656 | 2227 | 2429 | 4656 | 2227 | 2429 |
Profit Streak | 0 | 61.2172 | 0 | 0 | 61.2172 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308612 | -14951 | -392280 | -319473 | -93084 | -610935 |
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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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