Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548685.7842 | 526486.6206 | 22199.1636 | -220176.904 | 841761.6526 | -1061938.5566 |
Total P&L (%) | 548.6858 | 526.4866 | 22.1992 | -220.1769 | 841.7617 | -1061.9386 |
Avg Daily Profit (%) | 0.2192 | 0.2104 | 0.0089 | 0 | 0.0896 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159031 | -102571 | -158521 | -1618295 | -510002 | -1460700 |
Profit Factor | 1.5761 | 2.2589 | 1.0416 | 0.9357 | 1.6355 | 0.4943 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 65 | 30 | 35 | 84 | 49 | 35 |
Losing Trades | 77 | 41 | 36 | 58 | 22 | 36 |
Profitability (%) | 45.7746 | 42.2535 | 49.2958 | 59.1549 | 69.0141 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.867 | 3.0872 | 1.0713 | 0.6461 | 0.7343 | 0.5084 |
Largest Winning Trade | 128524 | 128524 | 63639 | 468232 | 468232 | 226917 |
Largest Losing Trade | -110168 | -35994 | -110168 | -925766 | -300219 | -925766 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 76 | 58 | 91 | 43 | 38 | 50 |
Avg Bars in Losers | 30 | 28 | 33 | 63 | 46 | 73 |
Bars Traded | 7318 | 2901 | 4417 | 7318 | 2901 | 4417 |
Profit Streak | 0 | 0 | 0 | 82.0615 | 132.3948 | 82.0615 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353407 | -77544 | -448456 | -577848 | -155404 | -667452 |
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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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