Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401208.9478 | 317854.9797 | 83353.9681 | 63876.2347 | 460505.9769 | -396629.7422 |
Total P&L (%) | 401.2089 | 317.855 | 83.354 | 63.8762 | 460.506 | -396.6297 |
Avg Daily Profit (%) | 0.2517 | 0.1994 | 0.0523 | 0.031 | 0.1082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162355 | -103634 | -106372 | -508778 | -139330 | -531561 |
Profit Factor | 1.4677 | 1.7601 | 1.1896 | 1.0465 | 1.9468 | 0.5531 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 46.2585 | 43.2432 | 49.3151 | 46.2585 | 43.2432 | 49.3151 |
Ratio Avg Win / Avg Loss | 1.7051 | 2.3101 | 1.2226 | 1.2158 | 2.5552 | 0.5685 |
Largest Winning Trade | 125736 | 125736 | 58538 | 238721 | 238721 | 51428 |
Largest Losing Trade | -68579 | -31462 | -68579 | -307462 | -44956 | -307462 |
Avg Bars in Trades | 128 | 103 | 152 | 128 | 103 | 152 |
Avg Bars in Winners | 165 | 128 | 197 | 165 | 128 | 197 |
Avg Bars in Losers | 96 | 84 | 109 | 96 | 84 | 109 |
Bars Traded | 18829 | 7669 | 11160 | 18829 | 7669 | 11160 |
Profit Streak | 0 | 0 | 16.0271 | 0 | 0 | 16.0271 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331802 | -56132 | -206702 | -322342 | -111937 | -652424 |
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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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