Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414636.538 | 367223.892 | 47412.6461 | 106331.2642 | 608992.1231 | -502660.8589 |
Total P&L (%) | 414.6365 | 367.2239 | 47.4126 | 106.3313 | 608.9921 | -502.6609 |
Avg Daily Profit (%) | 0.1659 | 0.1469 | 0.019 | 0.029 | 0.0784 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155477 | -158901 | -138394 | -671081 | -478907 | -703883 |
Profit Factor | 1.4849 | 1.8247 | 1.1157 | 1.0448 | 1.5438 | 0.5987 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 48 | 43.5484 | 52.381 | 48 | 43.5484 | 52.381 |
Ratio Avg Win / Avg Loss | 1.6087 | 2.3654 | 1.0143 | 1.1319 | 2.0012 | 0.5442 |
Largest Winning Trade | 168174 | 168174 | 59174 | 317246 | 317246 | 123410 |
Largest Losing Trade | -35949 | -33479 | -35949 | -180007 | -180007 | -165068 |
Avg Bars in Trades | 117 | 90 | 144 | 117 | 90 | 144 |
Avg Bars in Winners | 160 | 122 | 192 | 160 | 122 | 192 |
Avg Bars in Losers | 77 | 65 | 91 | 77 | 65 | 91 |
Bars Traded | 14692 | 5597 | 9095 | 14692 | 5597 | 9095 |
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 | 331498 | -150432 | -408695 | -325835 | -242154 | -727149 |
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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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