Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463536.3006 | 390264.7286 | 73271.572 | 228130.1184 | 778976.34 | -550846.2217 |
Total P&L (%) | 463.5363 | 390.2647 | 73.2716 | 228.1301 | 778.9763 | -550.8462 |
Avg Daily Profit (%) | 0.1943 | 0.1636 | 0.0307 | 0.0498 | 0.0911 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238548 | -194806 | -111365 | -2725868 | -2398717 | -1285177 |
Profit Factor | 1.5473 | 1.7141 | 1.2439 | 1.0282 | 1.1437 | 0.7945 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 45.1613 | 41.5584 | 48.7179 | 45.1613 | 41.5584 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.8789 | 2.4104 | 1.3094 | 1.2485 | 1.6083 | 0.8364 |
Largest Winning Trade | 149197 | 149197 | 53593 | 1292917 | 1292917 | 337071 |
Largest Losing Trade | -44098 | -44098 | -25332 | -1220039 | -1220039 | -305414 |
Avg Bars in Trades | 59 | 87 | 31 | 59 | 87 | 31 |
Avg Bars in Winners | 79 | 132 | 35 | 79 | 132 | 35 |
Avg Bars in Losers | 42 | 55 | 27 | 42 | 55 | 27 |
Bars Traded | 9178 | 6717 | 2461 | 9178 | 6717 | 2461 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331520 | -34682 | -187076 | -317013 | -177463 | -615734 |
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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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