Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619356.1798 | 578721.9231 | 40634.2567 | -935742.3557 | -208736.4504 | -727005.9053 |
Total P&L (%) | 619.3562 | 578.7219 | 40.6343 | -935.7424 | -208.7365 | -727.0059 |
Avg Daily Profit (%) | 0.3201 | 0.2991 | 0.021 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -300746 | -77599 | -270500 | -1144507 | -280564 | -973774 |
Profit Factor | 1.6509 | 2.4036 | 1.0754 | 0.7 | 0.8309 | 0.6142 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 80 | 35 | 45 | 69 | 38 | 31 |
Losing Trades | 76 | 43 | 33 | 87 | 40 | 47 |
Profitability (%) | 51.2821 | 44.8718 | 57.6923 | 44.2308 | 48.7179 | 39.7436 |
Ratio Avg Win / Avg Loss | 1.5683 | 2.953 | 0.7886 | 0.8826 | 0.8747 | 0.9312 |
Largest Winning Trade | 403633 | 403633 | 53757 | 326273 | 102779 | 326273 |
Largest Losing Trade | -149256 | -32531 | -149256 | -215007 | -177019 | -215007 |
Avg Bars in Trades | 24 | 16 | 32 | 24 | 16 | 32 |
Avg Bars in Winners | 30 | 22 | 35 | 19 | 11 | 29 |
Avg Bars in Losers | 18 | 10 | 27 | 27 | 20 | 33 |
Bars Traded | 3770 | 1257 | 2513 | 3770 | 1257 | 2513 |
Profit Streak | 0 | 0 | 19.0708 | 9.5708 | 10.0708 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484271 | -22710 | -338901 | -581261 | -614795 | -619224 |
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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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