Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344769.0722 | 279585.4081 | 65183.6641 | 65459.9364 | 221326.3136 | -155866.3772 |
Total P&L (%) | 344.7691 | 279.5854 | 65.1837 | 65.4599 | 221.3263 | -155.8664 |
Avg Daily Profit (%) | 0.2437 | 0.1977 | 0.0461 | 0.0356 | 0.0826 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114978 | -88816 | -76772 | -707833 | -410067 | -378142 |
Profit Factor | 1.4187 | 1.5189 | 1.2291 | 1.0248 | 1.1332 | 0.8403 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 46.4706 | 43.5294 | 49.4118 | 46.4706 | 43.5294 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.6342 | 1.9704 | 1.2584 | 1.1805 | 1.47 | 0.8603 |
Largest Winning Trade | 139656 | 139656 | 31650 | 413266 | 413266 | 88523 |
Largest Losing Trade | -39234 | -39234 | -21720 | -236317 | -236317 | -146282 |
Avg Bars in Trades | 49 | 77 | 20 | 49 | 77 | 20 |
Avg Bars in Winners | 54 | 88 | 24 | 54 | 88 | 24 |
Avg Bars in Losers | 44 | 69 | 15 | 44 | 69 | 15 |
Bars Traded | 8330 | 6623 | 1707 | 8330 | 6623 | 1707 |
Profit Streak | 0 | 0 | 34.3687 | 0 | 0 | 34.3687 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339603 | 262461 | -131770 | -339350 | -159633 | -580513 |
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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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