Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803524.6425 | 807186.221 | -3661.5785 | 18623.1848 | -76467.564 | 95090.7488 |
Total P&L (%) | 803.5246 | 807.1862 | -3.6616 | 18.6232 | -76.4676 | 95.0907 |
Avg Daily Profit (%) | 0.4138 | 0.4157 | -0.0019 | 0.0088 | -0.0745 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172627 | -138720 | -116601 | -421683 | -516459 | -184935 |
Profit Factor | 1.8036 | 2.2056 | 0.9889 | 1.0096 | 0.9435 | 1.1642 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 69 | 23 | 46 | 69 | 23 | 46 |
Losing Trades | 88 | 55 | 33 | 88 | 55 | 33 |
Profitability (%) | 43.949 | 29.4872 | 58.2278 | 43.949 | 29.4872 | 58.2278 |
Ratio Avg Win / Avg Loss | 2.3002 | 5.2743 | 0.7094 | 1.2876 | 2.2563 | 0.8352 |
Largest Winning Trade | 572613 | 572613 | 41003 | 349596 | 349596 | 95656 |
Largest Losing Trade | -33107 | -31135 | -33107 | -112448 | -112448 | -72463 |
Avg Bars in Trades | 146 | 207 | 86 | 146 | 207 | 86 |
Avg Bars in Winners | 194 | 372 | 105 | 194 | 372 | 105 |
Avg Bars in Losers | 109 | 138 | 60 | 109 | 138 | 60 |
Bars Traded | 23054 | 16201 | 6853 | 23054 | 16201 | 6853 |
Profit Streak | 15.0288 | 0 | 58.5288 | 15.0288 | 0 | 58.5288 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444317 | -30417 | -605413 | -399760 | -622496 | -213090 |
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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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