Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519357.7274 | 369543.835 | 149813.8924 | 418013.9509 | 492554.7141 | -74540.7632 |
Total P&L (%) | 519.3577 | 369.5438 | 149.8139 | 418.014 | 492.5547 | -74.5408 |
Avg Daily Profit (%) | 0.2983 | 0.2122 | 0.086 | 0.0945 | 0.1022 | -0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238404 | -138534 | -124732 | -465894 | -181169 | -374482 |
Profit Factor | 1.3963 | 1.5421 | 1.2383 | 1.1779 | 1.4673 | 0.9425 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 172 | 82 | 90 | 172 | 82 | 90 |
Losing Trades | 147 | 78 | 69 | 147 | 78 | 69 |
Profitability (%) | 53.9185 | 51.25 | 56.6038 | 53.9185 | 51.25 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.1934 | 1.4669 | 0.9493 | 1.0067 | 1.3957 | 0.7226 |
Largest Winning Trade | 71808 | 71808 | 48734 | 201518 | 201518 | 145459 |
Largest Losing Trade | -68531 | -39960 | -68531 | -330428 | -98298 | -330428 |
Avg Bars in Trades | 64 | 57 | 71 | 64 | 57 | 71 |
Avg Bars in Winners | 66 | 55 | 76 | 66 | 55 | 76 |
Avg Bars in Losers | 62 | 59 | 65 | 62 | 59 | 65 |
Bars Traded | 20570 | 9178 | 11392 | 20570 | 9178 | 11392 |
Profit Streak | 0 | 0 | 16.7816 | 0 | 0 | 16.7816 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422140 | 350417 | -78348 | -89440 | -54947 | -579072 |
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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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