Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378307.3502 | 326641.4189 | 51665.9313 | 112751.0327 | 410511.3334 | -297760.3006 |
Total P&L (%) | 378.3074 | 326.6414 | 51.6659 | 112.751 | 410.5113 | -297.7603 |
Avg Daily Profit (%) | 0.2338 | 0.2019 | 0.0319 | 0.0467 | 0.1008 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187966 | -146927 | -175532 | -658434 | -341759 | -526195 |
Profit Factor | 1.4598 | 1.7673 | 1.1301 | 1.06 | 1.4203 | 0.6703 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 46.7105 | 47.3684 | 46.0526 | 46.7105 | 47.3684 | 46.0526 |
Ratio Avg Win / Avg Loss | 1.6654 | 1.9636 | 1.3239 | 1.2093 | 1.5781 | 0.7852 |
Largest Winning Trade | 137224 | 137224 | 60573 | 335115 | 335115 | 80387 |
Largest Losing Trade | -35844 | -35844 | -34104 | -210977 | -210977 | -129054 |
Avg Bars in Trades | 123 | 103 | 144 | 123 | 103 | 144 |
Avg Bars in Winners | 162 | 124 | 200 | 162 | 124 | 200 |
Avg Bars in Losers | 89 | 83 | 95 | 89 | 83 | 95 |
Bars Traded | 18780 | 7835 | 10945 | 18780 | 7835 | 10945 |
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 | 345557 | -39493 | -279842 | -285613 | -106948 | -631771 |
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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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