Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477352.0601 | 385096.3805 | 92255.6796 | 332419.2583 | 385202.7096 | -52783.4513 |
Total P&L (%) | 477.3521 | 385.0964 | 92.2557 | 332.4193 | 385.2027 | -52.7835 |
Avg Daily Profit (%) | 0.2536 | 0.2046 | 0.049 | 0.0778 | 0.084 | -0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151139 | -108864 | -78663 | -382888 | -167751 | -364200 |
Profit Factor | 1.5664 | 1.9769 | 1.2057 | 1.2154 | 1.613 | 0.9423 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 47.1831 | 40.8451 | 53.5211 | 47.1831 | 40.8451 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.7535 | 2.8631 | 1.047 | 1.3605 | 2.3361 | 0.8183 |
Largest Winning Trade | 137179 | 137179 | 51505 | 172219 | 172219 | 78363 |
Largest Losing Trade | -62019 | -39863 | -62019 | -262132 | -49830 | -262132 |
Avg Bars in Trades | 156 | 119 | 193 | 156 | 119 | 193 |
Avg Bars in Winners | 215 | 154 | 262 | 215 | 154 | 262 |
Avg Bars in Losers | 103 | 95 | 113 | 103 | 95 | 113 |
Bars Traded | 22215 | 8511 | 13704 | 22215 | 8511 | 13704 |
Profit Streak | 0 | 0 | 137.9102 | 0 | 0 | 137.9102 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366588 | -79102 | -212747 | -90183 | -168329 | -665586 |
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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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