Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464282.474 | 361479.3358 | 102803.1382 | 276706.4807 | 1064209.7938 | -787503.3131 |
Total P&L (%) | 464.2825 | 361.4793 | 102.8031 | 276.7065 | 1064.2098 | -787.5033 |
Avg Daily Profit (%) | 0.2912 | 0.2268 | 0.0645 | 0.0832 | 0.1541 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124832 | -66343 | -143492 | -1339165 | -647032 | -1718286 |
Profit Factor | 1.5317 | 1.9678 | 1.2057 | 1.0481 | 1.4642 | 0.7723 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 60.1307 | 59.7403 | 60.5263 | 60.1307 | 59.7403 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.0156 | 1.3261 | 0.7863 | 0.6949 | 0.9868 | 0.5037 |
Largest Winning Trade | 89738 | 89738 | 52202 | 575384 | 575384 | 290130 |
Largest Losing Trade | -52973 | -38566 | -52973 | -623215 | -353302 | -623215 |
Avg Bars in Trades | 59 | 43 | 74 | 59 | 43 | 74 |
Avg Bars in Winners | 48 | 31 | 65 | 48 | 31 | 65 |
Avg Bars in Losers | 75 | 61 | 89 | 75 | 61 | 89 |
Bars Traded | 9071 | 3381 | 5690 | 9071 | 3381 | 5690 |
Profit Streak | 0 | 0 | 40.8435 | 0 | 0 | 40.8435 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432562 | -29941 | -155372 | -248990 | -33351 | -627168 |
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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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