Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350275.97 | 183090.0171 | 167185.9528 | 7827.3106 | 7735.5567 | 91.7539 |
Total P&L (%) | 350.276 | 183.09 | 167.186 | 7.8273 | 7.7356 | 0.0918 |
Avg Daily Profit (%) | 0.2109 | 0.1102 | 0.1006 | 0.0045 | 0.0045 | 0.0001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126114 | -69321 | -118986 | -269088 | -163632 | -226221 |
Profit Factor | 1.392 | 1.4678 | 1.3329 | 1.0061 | 1.0138 | 1.0001 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 55.4839 | 57.6923 | 53.2468 | 55.4839 | 57.6923 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.1168 | 1.0764 | 1.1703 | 0.8072 | 0.7435 | 0.8782 |
Largest Winning Trade | 59359 | 59359 | 53420 | 69582 | 69582 | 66560 |
Largest Losing Trade | -65040 | -58971 | -65040 | -135151 | -135151 | -124961 |
Avg Bars in Trades | 62 | 42 | 83 | 62 | 42 | 83 |
Avg Bars in Winners | 63 | 32 | 96 | 63 | 32 | 96 |
Avg Bars in Losers | 62 | 55 | 68 | 62 | 55 | 68 |
Bars Traded | 9711 | 3295 | 6416 | 9711 | 3295 | 6416 |
Profit Streak | 0 | 0 | 84.0582 | 0 | 0 | 84.0582 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355780 | -77923 | -99309 | -566473 | -592747 | -621544 |
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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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