Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560645.2908 | 519007.5008 | 41637.79 | -7510.3958 | -154173.5953 | 146663.1995 |
Total P&L (%) | 560.6453 | 519.0075 | 41.6378 | -7.5104 | -154.1736 | 146.6632 |
Avg Daily Profit (%) | 0.3024 | 0.28 | 0.0225 | -0.0042 | 0 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214850 | -206958 | -47879 | -576955 | -580578 | -104768 |
Profit Factor | 1.6391 | 1.8019 | 1.1809 | 0.9953 | 0.8783 | 1.4655 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 53.5948 | 46.0526 | 61.039 | 53.5948 | 46.0526 | 61.039 |
Ratio Avg Win / Avg Loss | 1.4192 | 2.1108 | 0.7538 | 0.8617 | 1.0288 | 0.9354 |
Largest Winning Trade | 327389 | 327389 | 14222 | 313098 | 313098 | 45834 |
Largest Losing Trade | -55519 | -55519 | -19262 | -174847 | -174847 | -42717 |
Avg Bars in Trades | 137 | 249 | 26 | 137 | 249 | 26 |
Avg Bars in Winners | 145 | 312 | 21 | 145 | 312 | 21 |
Avg Bars in Losers | 128 | 196 | 34 | 128 | 196 | 34 |
Bars Traded | 21034 | 18978 | 2056 | 21034 | 18978 | 2056 |
Profit Streak | 116.2818 | 116.2818 | 190.3651 | 116.2818 | 116.2818 | 190.3651 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486926 | -38290 | -226711 | -578157 | -629540 | -167041 |
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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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