Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651269.004 | 556014.0171 | 95254.9869 | 123151.0357 | 148545.9301 | -25394.8944 |
Total P&L (%) | 651.269 | 556.014 | 95.255 | 123.151 | 148.5459 | -25.3949 |
Avg Daily Profit (%) | 0.3467 | 0.2959 | 0.0507 | 0.0427 | 0.0485 | -0.0156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117811 | -85763 | -117068 | -301769 | -163302 | -169806 |
Profit Factor | 1.6277 | 1.9936 | 1.1993 | 1.0979 | 1.2153 | 0.9553 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 40.7895 | 34.2105 | 47.3684 | 40.7895 | 34.2105 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.3629 | 3.8339 | 1.3326 | 1.5937 | 2.3372 | 1.0615 |
Largest Winning Trade | 323541 | 323541 | 70217 | 310226 | 310226 | 72546 |
Largest Losing Trade | -47722 | -47722 | -30473 | -83398 | -83398 | -79835 |
Avg Bars in Trades | 146 | 138 | 155 | 146 | 138 | 155 |
Avg Bars in Winners | 242 | 256 | 233 | 242 | 256 | 233 |
Avg Bars in Losers | 80 | 76 | 85 | 80 | 76 | 85 |
Bars Traded | 22304 | 10507 | 11797 | 22304 | 10507 | 11797 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345156 | -42952 | -176955 | -250350 | -183096 | -629592 |
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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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