Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417239.6551 | 375907.3626 | 41332.2925 | -217685.9305 | -104562.1638 | -113123.7668 |
Total P&L (%) | 417.2397 | 375.9074 | 41.3323 | -217.6859 | -104.5622 | -113.1238 |
Avg Daily Profit (%) | 0.2826 | 0.2546 | 0.028 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150619 | -115012 | -158247 | -499502 | -336281 | -197512 |
Profit Factor | 1.4127 | 1.8367 | 1.0736 | 0.8229 | 0.8359 | 0.8089 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 73 | 30 | 43 | 80 | 47 | 33 |
Losing Trades | 83 | 48 | 35 | 76 | 31 | 45 |
Profitability (%) | 46.7949 | 38.4615 | 55.1282 | 51.2821 | 60.2564 | 42.3077 |
Ratio Avg Win / Avg Loss | 1.6062 | 2.9387 | 0.8738 | 0.7817 | 0.5513 | 1.103 |
Largest Winning Trade | 197406 | 197406 | 68515 | 114951 | 114951 | 81830 |
Largest Losing Trade | -134866 | -27666 | -134866 | -280182 | -280182 | -88312 |
Avg Bars in Trades | 112 | 93 | 130 | 112 | 93 | 130 |
Avg Bars in Winners | 146 | 106 | 173 | 82 | 83 | 81 |
Avg Bars in Losers | 82 | 85 | 77 | 142 | 108 | 166 |
Bars Traded | 17492 | 7301 | 10191 | 17492 | 7301 | 10191 |
Profit Streak | 18.1228 | 40.2061 | 18.1228 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405230 | -25945 | -332073 | -579794 | -613628 | -616560 |
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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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