Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574840.29 | 419621.8441 | 155218.446 | 714298.0193 | 435646.0193 | 278652.0001 |
Total P&L (%) | 574.8403 | 419.6218 | 155.2184 | 714.298 | 435.646 | 278.652 |
Avg Daily Profit (%) | 0.2514 | 0.1835 | 0.0679 | 0.0918 | 0.0734 | 0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102930 | -125038 | -153986 | -160288 | -142873 | -237793 |
Profit Factor | 1.7118 | 2.0214 | 1.3912 | 1.6434 | 1.7135 | 1.5578 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 44.2029 | 40.5797 | 47.8261 | 44.2029 | 40.5797 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.1607 | 2.96 | 1.5176 | 2.0745 | 2.509 | 1.6994 |
Largest Winning Trade | 194151 | 194151 | 59249 | 257426 | 257426 | 130188 |
Largest Losing Trade | -32115 | -26544 | -32115 | -83982 | -83982 | -53934 |
Avg Bars in Trades | 98 | 92 | 104 | 98 | 92 | 104 |
Avg Bars in Winners | 146 | 136 | 155 | 146 | 136 | 155 |
Avg Bars in Losers | 60 | 62 | 57 | 60 | 62 | 57 |
Bars Traded | 13603 | 6390 | 7212 | 13603 | 6390 | 7212 |
Profit Streak | 0 | 0 | 160.3925 | 0 | 0 | 160.3925 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353961 | -94299 | -201955 | -68809 | -197269 | -213787 |
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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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