Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453938.1248 | 165774.7982 | 288163.3267 | -243740.7676 | -53888.0024 | -189852.7652 |
Total P&L (%) | 453.9381 | 165.7748 | 288.1633 | -243.7408 | -53.888 | -189.8528 |
Avg Daily Profit (%) | 0.2733 | 0.0998 | 0.1735 | 0 | -0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133927 | -90278 | -117697 | -351882 | -108808 | -255234 |
Profit Factor | 1.6128 | 1.4509 | 1.7725 | 0.5538 | 0.735 | 0.4463 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 100 | 45 | 55 | 50 | 29 | 21 |
Losing Trades | 51 | 30 | 21 | 101 | 46 | 55 |
Profitability (%) | 66.2252 | 60 | 72.3684 | 33.1126 | 38.6667 | 27.6316 |
Ratio Avg Win / Avg Loss | 0.8225 | 0.9672 | 0.6768 | 1.1186 | 1.1658 | 1.1689 |
Largest Winning Trade | 40611 | 39906 | 40611 | 60115 | 54920 | 60115 |
Largest Losing Trade | -104250 | -55137 | -104250 | -149997 | -67675 | -149997 |
Avg Bars in Trades | 64 | 76 | 52 | 64 | 76 | 52 |
Avg Bars in Winners | 39 | 42 | 37 | 109 | 125 | 87 |
Avg Bars in Losers | 112 | 128 | 90 | 41 | 45 | 38 |
Bars Traded | 9699 | 5738 | 3961 | 9699 | 5738 | 3961 |
Profit Streak | 96.9387 | 96.9387 | 294.4387 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 13 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468662 | -114380 | -36758 | -584887 | -640476 | -646785 |
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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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