Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457753.0206 | 381018.4302 | 76734.5905 | 133145.9737 | -127258.3207 | 260404.2945 |
Total P&L (%) | 457.753 | 381.0184 | 76.7346 | 133.146 | -127.2583 | 260.4043 |
Avg Daily Profit (%) | 0.248 | 0.2064 | 0.0416 | 0.0459 | 0 | 0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197090 | -164597 | -133654 | -790538 | -670763 | -459772 |
Profit Factor | 1.5382 | 1.8371 | 1.1941 | 1.0496 | 0.9166 | 1.2251 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 1.7749 | 2.4495 | 1.1941 | 1.2111 | 1.2222 | 1.2251 |
Largest Winning Trade | 162909 | 162909 | 68764 | 327105 | 219788 | 327105 |
Largest Losing Trade | -38403 | -34059 | -38403 | -166830 | -166830 | -146186 |
Avg Bars in Trades | 156 | 133 | 178 | 156 | 133 | 178 |
Avg Bars in Winners | 204 | 164 | 238 | 204 | 164 | 238 |
Avg Bars in Losers | 114 | 110 | 118 | 114 | 110 | 118 |
Bars Traded | 21858 | 9344 | 12514 | 21858 | 9344 | 12514 |
Profit Streak | 0 | 54.1934 | 0 | 0 | 54.1934 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347898 | -84668 | -238852 | -298612 | -674941 | -194993 |
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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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