Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469637.7699 | 399326.6862 | 70311.0838 | -128737.6088 | 487449.5063 | -616187.1151 |
Total P&L (%) | 469.6378 | 399.3267 | 70.3111 | -128.7376 | 487.4495 | -616.1871 |
Avg Daily Profit (%) | 0.2494 | 0.2121 | 0.0373 | 0 | 0.0941 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159210 | -72941 | -174307 | -656050 | -51879 | -771808 |
Profit Factor | 1.4304 | 1.8789 | 1.1104 | 0.8753 | 4.192 | 0.2994 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 90 | 44 | 46 | 77 | 41 | 36 |
Losing Trades | 72 | 37 | 35 | 85 | 40 | 45 |
Profitability (%) | 55.5556 | 54.321 | 56.7901 | 47.5309 | 50.6173 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.1443 | 1.58 | 0.8449 | 0.9662 | 4.0898 | 0.3743 |
Largest Winning Trade | 112175 | 112175 | 59394 | 320254 | 320254 | 68652 |
Largest Losing Trade | -102638 | -35743 | -102638 | -621730 | -27214 | -621730 |
Avg Bars in Trades | 44 | 30 | 58 | 44 | 30 | 58 |
Avg Bars in Winners | 50 | 32 | 67 | 35 | 27 | 44 |
Avg Bars in Losers | 36 | 27 | 45 | 51 | 32 | 69 |
Bars Traded | 7167 | 2447 | 4720 | 7167 | 2447 | 4720 |
Profit Streak | 0 | 0 | 0 | 75.8523 | 75.8523 | 84.8523 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377759 | -106 | -254836 | -579924 | -71472 | -594338 |
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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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