Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605085.6258 | 569459.679 | 35625.9468 | 120259.985 | 261013.007 | -140753.022 |
Total P&L (%) | 605.0856 | 569.4597 | 35.6259 | 120.26 | 261.013 | -140.753 |
Avg Daily Profit (%) | 0.3136 | 0.2951 | 0.0185 | 0.0409 | 0.0665 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130876 | -128346 | -118110 | -358141 | -291640 | -385113 |
Profit Factor | 1.6305 | 2.2404 | 1.0712 | 1.0544 | 1.2442 | 0.8766 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Profitability (%) | 37.5796 | 29.1139 | 46.1538 | 37.5796 | 29.1139 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.7084 | 5.455 | 1.2497 | 1.7514 | 3.0293 | 1.0227 |
Largest Winning Trade | 378852 | 378852 | 51328 | 332247 | 332247 | 95562 |
Largest Losing Trade | -41790 | -28298 | -41790 | -175498 | -71924 | -175498 |
Avg Bars in Trades | 144 | 132 | 157 | 144 | 132 | 157 |
Avg Bars in Winners | 259 | 276 | 248 | 259 | 276 | 248 |
Avg Bars in Losers | 75 | 73 | 79 | 75 | 73 | 79 |
Bars Traded | 22738 | 10447 | 12291 | 22738 | 10447 | 12291 |
Profit Streak | 26.3839 | 31.6339 | 0 | 26.3839 | 31.6339 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310669 | -24986 | -348993 | -301246 | -141325 | -615065 |
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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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