Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680478.2011 | 690661.7562 | -10183.5551 | -78440.2703 | 167605.7223 | -246045.9925 |
Total P&L (%) | 680.4782 | 690.6618 | -10.1836 | -78.4403 | 167.6057 | -246.046 |
Avg Daily Profit (%) | 0.4226 | 0.4289 | -0.0063 | -0.0952 | 0.0611 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185153 | -152894 | -116851 | -404415 | -172261 | -257655 |
Profit Factor | 1.6509 | 2.2419 | 0.9792 | 0.8971 | 1.5168 | 0.4382 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 37.5 | 30.2632 | 44.7368 | 37.5 | 30.2632 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.7514 | 5.1662 | 1.2096 | 1.4952 | 3.4953 | 0.5413 |
Largest Winning Trade | 585527 | 585527 | 62894 | 356284 | 356284 | 33616 |
Largest Losing Trade | -75765 | -31446 | -75765 | -224383 | -75714 | -224383 |
Avg Bars in Trades | 124 | 110 | 139 | 124 | 110 | 139 |
Avg Bars in Winners | 201 | 179 | 215 | 201 | 179 | 215 |
Avg Bars in Losers | 79 | 80 | 77 | 79 | 80 | 77 |
Bars Traded | 18999 | 8392 | 10607 | 18999 | 8392 | 10607 |
Profit Streak | 21.1874 | 0 | 32.0208 | 21.1874 | 0 | 32.0208 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343927 | -42872 | -630075 | -582624 | -165887 | -631742 |
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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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