Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735245.217 | 598694.2169 | 136551 | 595064.243 | 268127.0582 | 326937.1848 |
Total P&L (%) | 735.2452 | 598.6942 | 136.551 | 595.0642 | 268.1271 | 326.9372 |
Avg Daily Profit (%) | 0.3939 | 0.3208 | 0.0732 | 0.1039 | 0.0698 | 0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148105 | -146530 | -32216 | -962200 | -1017964 | -217105 |
Profit Factor | 2.0264 | 2.0837 | 1.8332 | 1.1446 | 1.0809 | 1.4086 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 78 | 32 | 46 | 78 | 32 | 46 |
Losing Trades | 71 | 42 | 29 | 71 | 42 | 29 |
Profitability (%) | 52.349 | 43.2432 | 61.3333 | 52.349 | 43.2432 | 61.3333 |
Ratio Avg Win / Avg Loss | 1.8445 | 2.7348 | 1.1557 | 1.0419 | 1.4187 | 0.888 |
Largest Winning Trade | 310531 | 310531 | 24623 | 893032 | 893032 | 111331 |
Largest Losing Trade | -43050 | -43050 | -16570 | -465100 | -465100 | -85170 |
Avg Bars in Trades | 73 | 137 | 10 | 73 | 137 | 10 |
Avg Bars in Winners | 64 | 140 | 12 | 64 | 140 | 12 |
Avg Bars in Losers | 82 | 135 | 7 | 82 | 135 | 7 |
Bars Traded | 10956 | 10181 | 775 | 10956 | 10181 | 775 |
Profit Streak | 0 | 25.5379 | 0 | 0 | 25.5379 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512818 | -53511 | -147827 | -114537 | -297745 | -144933 |
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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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