Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671043.0096 | 645898.1744 | 25144.8352 | 9980.9654 | 136897.2607 | -126916.2953 |
Total P&L (%) | 671.043 | 645.8982 | 25.1448 | 9.981 | 136.8973 | -126.9163 |
Avg Daily Profit (%) | 0.4199 | 0.4041 | 0.0157 | 0.006 | 0.054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217742 | -158340 | -68560 | -517728 | -289379 | -266663 |
Profit Factor | 1.7434 | 2.1135 | 1.0779 | 1.0062 | 1.1432 | 0.8086 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 95 | 55 | 40 | 95 | 55 | 40 |
Profitability (%) | 39.8734 | 30.3797 | 49.3671 | 39.8734 | 30.3797 | 49.3671 |
Ratio Avg Win / Avg Loss | 2.6289 | 4.8435 | 1.1056 | 1.5172 | 2.6198 | 0.8293 |
Largest Winning Trade | 476796 | 476796 | 24906 | 385424 | 385424 | 88093 |
Largest Losing Trade | -42751 | -42751 | -42219 | -217017 | -69601 | -217017 |
Avg Bars in Trades | 117 | 184 | 51 | 117 | 184 | 51 |
Avg Bars in Winners | 168 | 334 | 66 | 168 | 334 | 66 |
Avg Bars in Losers | 83 | 118 | 36 | 83 | 118 | 36 |
Bars Traded | 18577 | 14546 | 4030 | 18577 | 14546 | 4030 |
Profit Streak | 28.8286 | 28.8286 | 36.8286 | 28.8286 | 28.8286 | 36.8286 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400277 | -20246 | -336839 | -565384 | -216778 | -607438 |
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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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