Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423614.3711 | 334433.6781 | 89180.6929 | -49156.1399 | 100433.5667 | -149589.7065 |
Total P&L (%) | 423.6144 | 334.4337 | 89.1807 | -49.1561 | 100.4336 | -149.5897 |
Avg Daily Profit (%) | 0.2205 | 0.174 | 0.0464 | -0.0352 | 0.0362 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157651 | -45202 | -148300 | -722518 | -81113 | -646540 |
Profit Factor | 1.5136 | 2.0094 | 1.1807 | 0.9626 | 1.307 | 0.8486 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 44.4444 | 42.6471 | 46.2687 | 44.4444 | 42.6471 | 46.2687 |
Ratio Avg Win / Avg Loss | 1.8919 | 2.7023 | 1.3711 | 1.2033 | 1.7577 | 0.9855 |
Largest Winning Trade | 180796 | 180796 | 57468 | 264154 | 85320 | 264154 |
Largest Losing Trade | -92305 | -28892 | -92305 | -621128 | -66899 | -621128 |
Avg Bars in Trades | 55 | 48 | 62 | 55 | 48 | 62 |
Avg Bars in Winners | 64 | 50 | 78 | 64 | 50 | 78 |
Avg Bars in Losers | 48 | 47 | 48 | 48 | 47 | 48 |
Bars Traded | 7498 | 3317 | 4181 | 7498 | 3317 | 4181 |
Profit Streak | 0 | 0 | 50.7607 | 0 | 0 | 50.7607 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305751 | -101099 | -270111 | -580914 | -255629 | -698197 |
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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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