Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781604.2146 | 685323.529 | 96280.6856 | 693923.3521 | 387032.212 | 306891.1401 |
Total P&L (%) | 781.6042 | 685.3235 | 96.2807 | 693.9234 | 387.0322 | 306.8911 |
Avg Daily Profit (%) | 0.4041 | 0.3543 | 0.0498 | 0.1072 | 0.0819 | 0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151276 | -134409 | -107439 | -495680 | -439917 | -379772 |
Profit Factor | 1.9216 | 2.4345 | 1.26 | 1.247 | 1.2433 | 1.2518 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 60 | 22 | 38 | 60 | 22 | 38 |
Losing Trades | 83 | 50 | 33 | 83 | 50 | 33 |
Profitability (%) | 41.958 | 30.5556 | 53.5211 | 41.958 | 30.5556 | 53.5211 |
Ratio Avg Win / Avg Loss | 2.6582 | 5.5329 | 1.0942 | 1.725 | 2.8256 | 1.0871 |
Largest Winning Trade | 445661 | 445661 | 50459 | 445069 | 445069 | 148330 |
Largest Losing Trade | -38772 | -38772 | -29940 | -163156 | -150885 | -163156 |
Avg Bars in Trades | 159 | 154 | 164 | 159 | 154 | 164 |
Avg Bars in Winners | 243 | 274 | 225 | 243 | 274 | 225 |
Avg Bars in Losers | 98 | 101 | 94 | 98 | 101 | 94 |
Bars Traded | 22769 | 11093 | 11676 | 22769 | 11093 | 11676 |
Profit Streak | 28.7955 | 130.2955 | 0 | 28.7955 | 130.2955 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404005 | -71640 | -212821 | -50834 | -168417 | -182467 |
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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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