Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685008.2392 | 585674.2342 | 99334.0049 | 672467.5147 | 545842.1449 | 126625.3698 |
Total P&L (%) | 685.0082 | 585.6742 | 99.334 | 672.4675 | 545.8421 | 126.6254 |
Avg Daily Profit (%) | 0.352 | 0.301 | 0.0511 | 0.1051 | 0.0959 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112259 | -86224 | -84653 | -855542 | -833309 | -699343 |
Profit Factor | 1.7226 | 2.3047 | 1.199 | 1.1012 | 1.1714 | 1.0366 |
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 | 2.8613 | 5.6115 | 1.3989 | 1.829 | 2.852 | 1.2093 |
Largest Winning Trade | 309092 | 309092 | 49540 | 840644 | 840644 | 307045 |
Largest Losing Trade | -40081 | -23134 | -40081 | -445948 | -268442 | -445948 |
Avg Bars in Trades | 146 | 133 | 160 | 146 | 133 | 160 |
Avg Bars in Winners | 251 | 253 | 250 | 251 | 253 | 250 |
Avg Bars in Losers | 84 | 84 | 83 | 84 | 84 | 83 |
Bars Traded | 23076 | 10570 | 12506 | 23076 | 10570 | 12506 |
Profit Streak | 0 | 0 | 40.2152 | 0 | 0 | 40.2152 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309407 | -25352 | -161735 | -164375 | -134063 | -352438 |
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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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