Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443554.1064 | 172890.0964 | 270664.0101 | 830370.0424 | 912303.38 | -81933.3375 |
Total P&L (%) | 443.5541 | 172.8901 | 270.664 | 830.37 | 912.3034 | -81.9333 |
Avg Daily Profit (%) | 0.3 | 0.1169 | 0.183 | 0.151 | 0.1567 | -0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193463 | -82242 | -125594 | -2901566 | -1652147 | -1790106 |
Profit Factor | 1.5997 | 1.4492 | 1.763 | 1.1086 | 1.2367 | 0.9784 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 55.2632 | 50 | 60.5263 | 55.2632 | 50 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.295 | 1.4492 | 1.1498 | 0.8974 | 1.2367 | 0.6381 |
Largest Winning Trade | 99814 | 99814 | 45981 | 949712 | 949712 | 514477 |
Largest Losing Trade | -31115 | -27613 | -31115 | -721927 | -721927 | -639966 |
Avg Bars in Trades | 28 | 22 | 35 | 28 | 22 | 35 |
Avg Bars in Winners | 28 | 17 | 37 | 28 | 17 | 37 |
Avg Bars in Losers | 28 | 26 | 31 | 28 | 26 | 31 |
Bars Traded | 4358 | 1688 | 2669 | 4358 | 1688 | 2669 |
Profit Streak | 12.488 | 30.8214 | 0 | 12.488 | 30.8214 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459485 | -84553 | -38107 | -92778 | -41275 | -628593 |
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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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