Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909128.8705 | 775151.8381 | 133977.0324 | 733443.4165 | -731234.1555 | 1464677.5721 |
Total P&L (%) | 909.1289 | 775.1518 | 133.977 | 733.4434 | -731.2342 | 1464.6776 |
Avg Daily Profit (%) | 0.49 | 0.4178 | 0.0722 | 0.1143 | 0 | 0.1483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95895 | -81270 | -49470 | -2121905 | -1634835 | -950014 |
Profit Factor | 2.3228 | 3.0153 | 1.4427 | 1.0808 | 0.8574 | 1.3703 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Profitability (%) | 33.1126 | 25 | 41.3333 | 33.1126 | 25 | 41.3333 |
Ratio Avg Win / Avg Loss | 4.692 | 9.0459 | 2.0476 | 2.1831 | 2.5722 | 1.9449 |
Largest Winning Trade | 734688 | 734688 | 49118 | 1042674 | 1042674 | 657853 |
Largest Losing Trade | -26156 | -26156 | -21588 | -449723 | -356207 | -449723 |
Avg Bars in Trades | 47 | 40 | 54 | 47 | 40 | 54 |
Avg Bars in Winners | 104 | 112 | 98 | 104 | 112 | 98 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 7166 | 3090 | 4076 | 7166 | 3090 | 4076 |
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 | 329872 | -63614 | -154794 | -176299 | -657273 | -53317 |
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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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