Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512936.8834 | 351244.2096 | 161692.6737 | 293754.7402 | -24013.0567 | 317767.7969 |
Total P&L (%) | 512.9369 | 351.2442 | 161.6927 | 293.7547 | -24.0131 | 317.7678 |
Avg Daily Profit (%) | 0.2462 | 0.1686 | 0.0776 | 0.0658 | -0.0132 | 0.0687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103223 | -80516 | -140308 | -543200 | -529982 | -419466 |
Profit Factor | 1.5341 | 1.6899 | 1.3584 | 1.1249 | 0.9822 | 1.3179 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 45.2703 | 41.8919 | 48.6486 | 45.2703 | 41.8919 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.8547 | 2.3441 | 1.4338 | 1.3599 | 1.3625 | 1.3911 |
Largest Winning Trade | 76430 | 76430 | 45469 | 282377 | 282377 | 187312 |
Largest Losing Trade | -63003 | -63003 | -43062 | -400814 | -331008 | -400814 |
Avg Bars in Trades | 167 | 196 | 138 | 167 | 196 | 138 |
Avg Bars in Winners | 199 | 229 | 174 | 199 | 229 | 174 |
Avg Bars in Losers | 140 | 172 | 103 | 140 | 172 | 103 |
Bars Traded | 24767 | 14541 | 10226 | 24767 | 14541 | 10226 |
Profit Streak | 0 | 0 | 53.8368 | 0 | 0 | 53.8368 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345984 | -57056 | -153302 | -189662 | -646722 | -165498 |
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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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