Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477118.7279 | 276431.0265 | 200687.7014 | 387924.0781 | -665671.4158 | 1053595.4939 |
Total P&L (%) | 477.1187 | 276.431 | 200.6877 | 387.9241 | -665.6714 | 1053.5955 |
Avg Daily Profit (%) | 0.2636 | 0.1527 | 0.1109 | 0.0876 | 0 | 0.1352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99752 | -83162 | -70900 | -1069933 | -1025374 | -535329 |
Profit Factor | 1.6174 | 1.6852 | 1.5434 | 1.0645 | 0.8022 | 1.3983 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 64 | 24 | 40 | 64 | 24 | 40 |
Losing Trades | 90 | 53 | 37 | 90 | 53 | 37 |
Profitability (%) | 41.5584 | 31.1688 | 51.9481 | 41.5584 | 31.1688 | 51.9481 |
Ratio Avg Win / Avg Loss | 2.2745 | 3.7215 | 1.4277 | 1.497 | 1.7715 | 1.2934 |
Largest Winning Trade | 168459 | 168459 | 56433 | 567166 | 567166 | 421141 |
Largest Losing Trade | -45514 | -36623 | -45514 | -427541 | -427541 | -311021 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 35 | 41 | 32 | 35 | 41 | 32 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 3498 | 1745 | 1753 | 3498 | 1745 | 1753 |
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 | 325028 | -38593 | -84826 | -227723 | -627003 | -52866 |
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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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