Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974545.0175 | 937075.3775 | 37469.64 | -1021.144 | -48670.666 | 47649.5221 |
Total P&L (%) | 974.545 | 937.0754 | 37.4696 | -1.0211 | -48.6707 | 47.6495 |
Avg Daily Profit (%) | 0.4036 | 0.3881 | 0.0155 | -0.0004 | -0.0276 | 0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213020 | -126475 | -151389 | -287685 | -331554 | -138747 |
Profit Factor | 2.0735 | 3.0842 | 1.0818 | 0.9992 | 0.9319 | 1.0899 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 52.4476 | 45.8333 | 59.1549 | 52.4476 | 45.8333 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.88 | 3.645 | 0.7469 | 0.9059 | 1.1013 | 0.7526 |
Largest Winning Trade | 843871 | 843871 | 65485 | 313961 | 313961 | 76632 |
Largest Losing Trade | -77311 | -40189 | -77311 | -100456 | -100456 | -66237 |
Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Winners | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Losers | 26 | 21 | 33 | 26 | 21 | 33 |
Bars Traded | 4652 | 1930 | 2722 | 4652 | 1930 | 2722 |
Profit Streak | 0 | 0 | 16.0007 | 0 | 0 | 16.0007 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518977 | -65262 | -391714 | -580082 | -659912 | -381041 |
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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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