Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823948.9266 | 794034.6605 | 29914.2661 | -75367.2841 | 17294.8126 | -92662.0967 |
Total P&L (%) | 823.9489 | 794.0347 | 29.9143 | -75.3673 | 17.2948 | -92.6621 |
Avg Daily Profit (%) | 0.3498 | 0.3371 | 0.0127 | -0.0595 | 0.0068 | -0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258955 | -79447 | -274506 | -305383 | -27927 | -291352 |
Profit Factor | 2.0024 | 3.0244 | 1.0696 | 0.8431 | 1.1246 | 0.7288 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 41.958 | 38.8889 | 45.0704 | 41.958 | 38.8889 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.77 | 4.7527 | 1.3036 | 1.1663 | 1.7673 | 0.8882 |
Largest Winning Trade | 801394 | 801394 | 60407 | 65433 | 19199 | 65433 |
Largest Losing Trade | -90320 | -31726 | -90320 | -239890 | -21342 | -239890 |
Avg Bars in Trades | 97 | 71 | 123 | 97 | 71 | 123 |
Avg Bars in Winners | 160 | 123 | 192 | 160 | 123 | 192 |
Avg Bars in Losers | 51 | 37 | 67 | 51 | 37 | 67 |
Bars Traded | 13909 | 5137 | 8772 | 13909 | 5137 | 8772 |
Profit Streak | 0 | 0 | 13.872 | 0 | 0 | 13.872 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373480 | -68792 | -411219 | -581860 | -358549 | -669055 |
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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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