Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762375.5887 | 667564.2169 | 94811.3717 | 341585.0396 | -188335.8772 | 529920.9167 |
Total P&L (%) | 762.3756 | 667.5642 | 94.8114 | 341.585 | -188.3359 | 529.9209 |
Avg Daily Profit (%) | 0.4108 | 0.3597 | 0.0511 | 0.0801 | 0 | 0.0992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161867 | -115427 | -100480 | -1144786 | -879910 | -575173 |
Profit Factor | 2.0768 | 2.7035 | 1.2999 | 1.0876 | 0.9183 | 1.3325 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 47.0968 | 46.1538 | 48.0519 | 47.0968 | 46.1538 | 48.0519 |
Ratio Avg Win / Avg Loss | 2.3329 | 3.154 | 1.4053 | 1.2217 | 1.0713 | 1.4405 |
Largest Winning Trade | 621074 | 621074 | 66715 | 643745 | 643745 | 391024 |
Largest Losing Trade | -49149 | -49149 | -32411 | -239528 | -239528 | -221794 |
Avg Bars in Trades | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Winners | 47 | 40 | 55 | 47 | 40 | 55 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 5377 | 2321 | 3056 | 5377 | 2321 | 3056 |
Profit Streak | 0 | 0 | 21.4029 | 0 | 0 | 21.4029 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484971 | -21115 | -166763 | -210502 | -614787 | -101968 |
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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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