Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833765.0072 | 717855.9624 | 115909.0448 | 848753.4162 | -215273.1073 | 1064026.5236 |
Total P&L (%) | 833.765 | 717.856 | 115.909 | 848.7534 | -215.2731 | 1064.0265 |
Avg Daily Profit (%) | 0.3461 | 0.298 | 0.0481 | 0.0934 | 0 | 0.1019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154518 | -89657 | -145146 | -2490734 | -1942609 | -1032980 |
Profit Factor | 1.9183 | 2.5246 | 1.2652 | 1.0927 | 0.9573 | 1.2584 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 41.4966 | 37.8378 | 45.2055 | 41.4966 | 37.8378 | 45.2055 |
Ratio Avg Win / Avg Loss | 2.7045 | 4.1476 | 1.5335 | 1.5405 | 1.5727 | 1.5254 |
Largest Winning Trade | 333247 | 333247 | 61351 | 1349029 | 1349029 | 1195143 |
Largest Losing Trade | -40457 | -35423 | -40457 | -549323 | -481692 | -549323 |
Avg Bars in Trades | 64 | 58 | 71 | 64 | 58 | 71 |
Avg Bars in Winners | 104 | 98 | 108 | 104 | 98 | 108 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 9549 | 4322 | 5227 | 9549 | 4322 | 5227 |
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 | 360388 | -55500 | -201500 | -188183 | -647188 | -129366 |
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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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