Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789231.7095 | 637773.1051 | 151458.6044 | 348452.1476 | -3487.2394 | 351939.387 |
Total P&L (%) | 789.2317 | 637.7731 | 151.4586 | 348.4521 | -3.4872 | 351.9394 |
Avg Daily Profit (%) | 0.536 | 0.4331 | 0.1029 | 0.102 | -0.0024 | 0.1025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154117 | -189311 | -42057 | -1196006 | -1064048 | -337128 |
Profit Factor | 1.9066 | 2.1323 | 1.4929 | 1.0654 | 0.999 | 1.1917 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 72 | 28 | 44 | 72 | 28 | 44 |
Losing Trades | 89 | 53 | 36 | 89 | 53 | 36 |
Profitability (%) | 44.7205 | 34.5679 | 55 | 44.7205 | 34.5679 | 55 |
Ratio Avg Win / Avg Loss | 2.3568 | 4.0362 | 1.2214 | 1.3169 | 1.891 | 0.975 |
Largest Winning Trade | 461727 | 461727 | 54207 | 866036 | 866036 | 241565 |
Largest Losing Trade | -33425 | -33425 | -24600 | -521018 | -521018 | -166290 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 44 | 47 | 42 | 44 | 47 | 42 |
Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
Bars Traded | 5692 | 2966 | 2725 | 5692 | 2966 | 2725 |
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 | 479509 | -3873 | -73209 | -206689 | -595959 | -86323 |
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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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