Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511563.4037 | 388726.3258 | 122837.0779 | 327097.256 | 333642.4082 | -6545.1522 |
Total P&L (%) | 511.5634 | 388.7263 | 122.8371 | 327.0973 | 333.6424 | -6.5452 |
Avg Daily Profit (%) | 0.2232 | 0.1696 | 0.0536 | 0.0634 | 0.064 | -0.003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103714 | -126821 | -134639 | -202344 | -121897 | -291788 |
Profit Factor | 1.5528 | 2.0212 | 1.2255 | 1.3045 | 1.7744 | 0.9898 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Losing Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Profitability (%) | 53.4591 | 58.2278 | 48.75 | 53.4591 | 58.2278 | 48.75 |
Ratio Avg Win / Avg Loss | 1.3519 | 1.45 | 1.2884 | 1.1356 | 1.2729 | 1.0406 |
Largest Winning Trade | 70916 | 58939 | 70916 | 111766 | 111766 | 74179 |
Largest Losing Trade | -75052 | -42710 | -75052 | -120710 | -74413 | -120710 |
Avg Bars in Trades | 83 | 96 | 70 | 83 | 96 | 70 |
Avg Bars in Winners | 93 | 82 | 105 | 93 | 82 | 105 |
Avg Bars in Losers | 71 | 114 | 37 | 71 | 114 | 37 |
Bars Traded | 13234 | 7601 | 5633 | 13234 | 7601 | 5633 |
Profit Streak | 33.3216 | 0 | 256.6549 | 33.3216 | 0 | 256.6549 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420745 | -15522 | -140276 | -106399 | -130807 | -597658 |
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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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