Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730852.5587 | 565097.061 | 165755.4977 | 2387614.1954 | -217871.581 | 2605485.7763 |
Total P&L (%) | 730.8526 | 565.0971 | 165.7555 | 2387.6142 | -217.8716 | 2605.4858 |
Avg Daily Profit (%) | 0.3761 | 0.2908 | 0.0853 | 0.1655 | 0 | 0.1699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150822 | -109259 | -64156 | -1760928 | -1519722 | -759923 |
Profit Factor | 1.9319 | 2.4066 | 1.4334 | 1.3219 | 0.9459 | 1.7681 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 51.8987 | 48.1013 | 55.6962 | 51.8987 | 48.1013 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.7906 | 2.5966 | 1.1402 | 1.2252 | 1.0205 | 1.4064 |
Largest Winning Trade | 301328 | 301328 | 51356 | 580213 | 557838 | 580213 |
Largest Losing Trade | -39099 | -39099 | -33312 | -523541 | -523541 | -390073 |
Avg Bars in Trades | 23 | 20 | 27 | 23 | 20 | 27 |
Avg Bars in Winners | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Losers | 16 | 13 | 20 | 16 | 13 | 20 |
Bars Traded | 3767 | 1619 | 2148 | 3767 | 1619 | 2148 |
Profit Streak | 0 | 0 | 35.1861 | 0 | 0 | 35.1861 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524299 | -14019 | -103561 | 335262 | -606530 | -15377 |
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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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