Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329437.8758 | 68248.4051 | 261189.4707 | -32473.6887 | -70355.2047 | 37881.516 |
Total P&L (%) | 329.4379 | 68.2484 | 261.1895 | -32.4737 | -70.3552 | 37.8815 |
Avg Daily Profit (%) | 0.2159 | 0.0447 | 0.1712 | -0.0257 | -0.0797 | 0.0211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168662 | -47748 | -168092 | -1804330 | -460287 | -1699403 |
Profit Factor | 1.6208 | 1.3439 | 1.7861 | 0.9916 | 0.9349 | 1.0136 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 58.8608 | 55.6962 | 62.0253 | 58.8608 | 55.6962 | 62.0253 |
Ratio Avg Win / Avg Loss | 1.1328 | 1.069 | 1.0935 | 0.6931 | 0.7436 | 0.6206 |
Largest Winning Trade | 43950 | 33868 | 43950 | 427784 | 224542 | 427784 |
Largest Losing Trade | -92880 | -27307 | -92880 | -1144958 | -227146 | -1144958 |
Avg Bars in Trades | 111 | 29 | 192 | 111 | 29 | 192 |
Avg Bars in Winners | 117 | 24 | 200 | 117 | 24 | 200 |
Avg Bars in Losers | 102 | 36 | 179 | 102 | 36 | 179 |
Bars Traded | 17549 | 2339 | 15210 | 17549 | 2339 | 15210 |
Profit Streak | 0 | 52.4317 | 0 | 0 | 52.4317 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420866 | -157887 | -15470 | -578801 | -605733 | -399498 |
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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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