Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518072.2505 | 475464.4829 | 42607.7676 | -50372.1488 | 55088.7369 | -105460.8858 |
Total P&L (%) | 518.0723 | 475.4645 | 42.6078 | -50.3721 | 55.0887 | -105.4609 |
Avg Daily Profit (%) | 0.3215 | 0.2951 | 0.0264 | -0.0435 | 0.0272 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144117 | -106706 | -110933 | -126740 | -62842 | -115357 |
Profit Factor | 1.4811 | 1.8709 | 1.0802 | 0.9135 | 1.2295 | 0.6922 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 42.3077 | 34.6154 | 50 | 42.3077 | 34.6154 | 50 |
Ratio Avg Win / Avg Loss | 2.0196 | 3.5339 | 1.0802 | 1.2457 | 2.3223 | 0.6922 |
Largest Winning Trade | 334373 | 334373 | 36809 | 89858 | 89858 | 23912 |
Largest Losing Trade | -76122 | -36958 | -76122 | -105510 | -18773 | -105510 |
Avg Bars in Trades | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Winners | 48 | 54 | 43 | 48 | 54 | 43 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 4763 | 2497 | 2266 | 4763 | 2497 | 2266 |
Profit Streak | 0 | 0 | 155.2364 | 0 | 0 | 155.2364 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331336 | -28456 | -324567 | -581285 | -197160 | -613546 |
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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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