Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511326.7975 | 366881.0071 | 144445.7904 | 317451.3677 | -103301.5409 | 420752.9086 |
Total P&L (%) | 511.3268 | 366.881 | 144.4458 | 317.4514 | -103.3015 | 420.7529 |
Avg Daily Profit (%) | 0.2643 | 0.1897 | 0.0747 | 0.0739 | 0 | 0.0853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176503 | -165695 | -79387 | -808463 | -762231 | -183241 |
Profit Factor | 1.6236 | 1.7073 | 1.4796 | 1.1343 | 0.9361 | 1.5633 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 51.6556 | 48 | 55.2632 | 51.6556 | 48 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.5196 | 1.8495 | 1.1978 | 1.0616 | 1.0141 | 1.2655 |
Largest Winning Trade | 220741 | 220741 | 31988 | 218100 | 218100 | 118412 |
Largest Losing Trade | -46179 | -46179 | -45997 | -183059 | -183059 | -122990 |
Avg Bars in Trades | 25 | 40 | 10 | 25 | 40 | 10 |
Avg Bars in Winners | 26 | 44 | 11 | 26 | 44 | 11 |
Avg Bars in Losers | 23 | 35 | 9 | 23 | 35 | 9 |
Bars Traded | 3832 | 3001 | 831 | 3832 | 3001 | 831 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466023 | -46967 | -140287 | -165818 | -636847 | -125553 |
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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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