Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479074.7198 | 399893.0321 | 79181.6876 | 233442.4495 | -20289.7473 | 253732.1968 |
Total P&L (%) | 479.0747 | 399.893 | 79.1817 | 233.4425 | -20.2897 | 253.7322 |
Avg Daily Profit (%) | 0.1917 | 0.16 | 0.0317 | 0.0482 | -0.0091 | 0.0506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218915 | -188437 | -96336 | -1522144 | -1215912 | -501616 |
Profit Factor | 1.583 | 1.961 | 1.1952 | 1.0605 | 0.991 | 1.1575 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 46.9388 | 41.8919 | 52.0548 | 46.9388 | 41.8919 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.7895 | 2.7201 | 1.1008 | 1.1989 | 1.3746 | 1.0661 |
Largest Winning Trade | 147273 | 147273 | 55073 | 741799 | 741799 | 228207 |
Largest Losing Trade | -42847 | -37826 | -42847 | -494954 | -494954 | -184846 |
Avg Bars in Trades | 99 | 87 | 112 | 99 | 87 | 112 |
Avg Bars in Winners | 118 | 116 | 120 | 118 | 116 | 120 |
Avg Bars in Losers | 82 | 66 | 103 | 82 | 66 | 103 |
Bars Traded | 14646 | 6454 | 8192 | 14646 | 6454 | 8192 |
Profit Streak | 0 | 0 | 70.4932 | 0 | 0 | 70.4932 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348221 | -56607 | -227094 | -283264 | -646722 | -243418 |
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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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