Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605249.9154 | 568601.9723 | 36647.9431 | -17364.8922 | -59840.0164 | 42475.1242 |
Total P&L (%) | 605.2499 | 568.602 | 36.6479 | -17.3649 | -59.84 | 42.4751 |
Avg Daily Profit (%) | 0.3251 | 0.3054 | 0.0197 | -0.0102 | -0.049 | 0.019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169952 | -191967 | -60021 | -1734855 | -1622956 | -429563 |
Profit Factor | 1.514 | 1.6702 | 1.1114 | 0.9973 | 0.9878 | 1.0264 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Losing Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Profitability (%) | 52.7869 | 52.6316 | 52.9412 | 52.7869 | 52.6316 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.3542 | 1.5032 | 0.9879 | 0.892 | 0.889 | 0.9124 |
Largest Winning Trade | 430944 | 430944 | 18058 | 753306 | 753306 | 190633 |
Largest Losing Trade | -56380 | -56380 | -29916 | -863945 | -863945 | -273687 |
Avg Bars in Trades | 24 | 40 | 7 | 24 | 40 | 7 |
Avg Bars in Winners | 21 | 37 | 6 | 21 | 37 | 6 |
Avg Bars in Losers | 26 | 44 | 8 | 26 | 44 | 8 |
Bars Traded | 7328 | 6207 | 1121 | 7328 | 6207 | 1121 |
Profit Streak | 0 | 14.9883 | 0 | 0 | 14.9883 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458383 | 477763 | -267874 | -578543 | -579609 | -361658 |
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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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