Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608017.6606 | 592497.1852 | 15520.4754 | -38255.4676 | 37755.3019 | -76010.7696 |
Total P&L (%) | 608.0177 | 592.4972 | 15.5205 | -38.2555 | 37.7553 | -76.0108 |
Avg Daily Profit (%) | 0.3814 | 0.3717 | 0.0097 | -0.0302 | 0.0201 | -0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155800 | -155759 | -42785 | -211678 | -201075 | -103393 |
Profit Factor | 1.6618 | 1.8969 | 1.0601 | 0.9607 | 1.057 | 0.7551 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 56 | 19 | 37 | 56 | 19 | 37 |
Losing Trades | 86 | 52 | 34 | 86 | 52 | 34 |
Profitability (%) | 39.4366 | 26.7606 | 52.1127 | 39.4366 | 26.7606 | 52.1127 |
Ratio Avg Win / Avg Loss | 2.5521 | 5.1916 | 0.9742 | 1.4753 | 2.8928 | 0.6938 |
Largest Winning Trade | 480417 | 480417 | 29553 | 179598 | 179598 | 43630 |
Largest Losing Trade | -41513 | -41513 | -29563 | -74244 | -74244 | -61071 |
Avg Bars in Trades | 66 | 107 | 25 | 66 | 107 | 25 |
Avg Bars in Winners | 90 | 203 | 32 | 90 | 203 | 32 |
Avg Bars in Losers | 51 | 73 | 18 | 51 | 73 | 18 |
Bars Traded | 9495 | 7664 | 1830 | 9495 | 7664 | 1830 |
Profit Streak | 0 | 0 | 34.0419 | 0 | 0 | 34.0419 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324131 | -95907 | -430891 | -582843 | -434174 | -665913 |
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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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