Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356871.0913 | 365522.2522 | -8651.1609 | 16229.9458 | -34575.5022 | 50805.4481 |
Total P&L (%) | 356.8711 | 365.5223 | -8.6512 | 16.2299 | -34.5755 | 50.8054 |
Avg Daily Profit (%) | 0.1519 | 0.1555 | -0.0037 | 0.0064 | -0.0181 | 0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146230 | -81652 | -194802 | -213233 | -176855 | -93260 |
Profit Factor | 1.4458 | 2.0195 | 0.9804 | 1.0186 | 0.9287 | 1.1304 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 52.8662 | 50.6329 | 55.1282 | 52.8662 | 50.6329 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.2891 | 1.969 | 0.798 | 0.9081 | 0.9055 | 0.9201 |
Largest Winning Trade | 243825 | 243825 | 60439 | 78841 | 78841 | 45454 |
Largest Losing Trade | -60548 | -28569 | -60548 | -53591 | -53591 | -42207 |
Avg Bars in Trades | 42 | 42 | 41 | 42 | 42 | 41 |
Avg Bars in Winners | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
Bars Traded | 6606 | 3343 | 3263 | 6606 | 3343 | 3263 |
Profit Streak | 0 | 0 | 18.9025 | 0 | 0 | 18.9025 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337640 | -15797 | -614011 | -394261 | -607654 | -282754 |
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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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