Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307274.0056 | 267685.2402 | 39588.7654 | 114879.198 | 201633.2777 | -86754.0797 |
Total P&L (%) | 307.274 | 267.6852 | 39.5888 | 114.8792 | 201.6333 | -86.7541 |
Avg Daily Profit (%) | 0.295 | 0.257 | 0.038 | 0.0735 | 0.106 | -0.1939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123263 | -87124 | -50951 | -663413 | -406934 | -314322 |
Profit Factor | 1.5419 | 1.9091 | 1.1452 | 1.0767 | 1.2597 | 0.8798 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 66 | 25 | 41 | 66 | 25 | 41 |
Losing Trades | 95 | 56 | 39 | 95 | 56 | 39 |
Profitability (%) | 40.9938 | 30.8642 | 51.25 | 40.9938 | 30.8642 | 51.25 |
Ratio Avg Win / Avg Loss | 2.2194 | 4.2764 | 1.0894 | 1.5498 | 2.8217 | 0.8368 |
Largest Winning Trade | 281858 | 281858 | 25919 | 565633 | 565633 | 94938 |
Largest Losing Trade | -29191 | -21880 | -29191 | -166433 | -109913 | -166433 |
Avg Bars in Trades | 153 | 139 | 167 | 153 | 139 | 167 |
Avg Bars in Winners | 233 | 235 | 231 | 233 | 235 | 231 |
Avg Bars in Losers | 98 | 96 | 100 | 98 | 96 | 100 |
Bars Traded | 24719 | 11303 | 13415 | 24719 | 11303 | 13415 |
Profit Streak | 0 | 0 | 49.4448 | 0 | 0 | 49.4448 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304096 | -7666 | -223475 | -232575 | -69865 | -599083 |
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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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