Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341647.4284 | 110810.078 | 230837.3504 | 259346.2744 | 129753.0032 | 129593.2712 |
Total P&L (%) | 341.6474 | 110.8101 | 230.8374 | 259.3463 | 129.753 | 129.5933 |
Avg Daily Profit (%) | 0.2314 | 0.075 | 0.1563 | 0.0867 | 0.0564 | 0.0563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200213 | -100829 | -107802 | -1021053 | -672140 | -490507 |
Profit Factor | 1.4635 | 1.2976 | 1.633 | 1.091 | 1.0882 | 1.0939 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 49.3421 | 44.7368 | 53.9474 | 49.3421 | 44.7368 | 53.9474 |
Ratio Avg Win / Avg Loss | 1.5026 | 1.6029 | 1.394 | 1.12 | 1.3443 | 0.9338 |
Largest Winning Trade | 91775 | 91775 | 57065 | 501736 | 501736 | 188841 |
Largest Losing Trade | -29689 | -27515 | -29689 | -279220 | -279220 | -210071 |
Avg Bars in Trades | 114 | 88 | 140 | 114 | 88 | 140 |
Avg Bars in Winners | 141 | 89 | 184 | 141 | 89 | 184 |
Avg Bars in Losers | 88 | 88 | 89 | 88 | 88 | 89 |
Bars Traded | 17461 | 6750 | 10711 | 17461 | 6750 | 10711 |
Profit Streak | 0 | 0 | 13.346 | 0 | 0 | 13.346 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382473 | -143071 | -39113 | -197189 | -292668 | -285005 |
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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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