Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496533.0249 | 448447.9869 | 48085.038 | 52000.4601 | 193783.6573 | -141783.1972 |
Total P&L (%) | 496.533 | 448.448 | 48.085 | 52.0005 | 193.7837 | -141.7832 |
Avg Daily Profit (%) | 0.1983 | 0.1791 | 0.0192 | 0.0167 | 0.043 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110994 | -108416 | -85409 | -627113 | -400218 | -394374 |
Profit Factor | 1.6359 | 2.2041 | 1.1177 | 1.0221 | 1.1793 | 0.8887 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 65 | 25 | 40 | 65 | 25 | 40 |
Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Profitability (%) | 45.1389 | 34.7222 | 55.5556 | 45.1389 | 34.7222 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9882 | 4.1438 | 0.8942 | 1.2422 | 2.2171 | 0.7109 |
Largest Winning Trade | 417115 | 417115 | 53775 | 354147 | 354147 | 222183 |
Largest Losing Trade | -38117 | -21181 | -38117 | -296660 | -96308 | -296660 |
Avg Bars in Trades | 51 | 41 | 61 | 51 | 41 | 61 |
Avg Bars in Winners | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Losers | 33 | 24 | 47 | 33 | 24 | 47 |
Bars Traded | 7386 | 2976 | 4410 | 7386 | 2976 | 4410 |
Profit Streak | 0 | 0 | 59.9905 | 0 | 0 | 59.9905 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331001 | -73763 | -338348 | -369451 | -242981 | -657728 |
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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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