Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393635.2807 | 274520.3141 | 119114.9666 | -735091.9644 | -294955.6398 | -440136.3246 |
Total P&L (%) | 393.6353 | 274.5203 | 119.115 | -735.092 | -294.9556 | -440.1363 |
Avg Daily Profit (%) | 0.3779 | 0.2635 | 0.1144 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114141 | -54687 | -120426 | -871153 | -306861 | -691577 |
Profit Factor | 1.707 | 2.277 | 1.3485 | 0.5941 | 0.6325 | 0.5635 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 110 | 53 | 57 | 41 | 23 | 18 |
Losing Trades | 38 | 21 | 17 | 107 | 51 | 56 |
Profitability (%) | 74.3243 | 71.6216 | 77.027 | 27.7027 | 31.0811 | 24.3243 |
Ratio Avg Win / Avg Loss | 0.5897 | 0.9022 | 0.4022 | 1.5503 | 1.4024 | 1.7531 |
Largest Winning Trade | 30115 | 30115 | 21384 | 256321 | 213023 | 256321 |
Largest Losing Trade | -114141 | -38830 | -114141 | -154211 | -73227 | -154211 |
Avg Bars in Trades | 165 | 169 | 161 | 165 | 169 | 161 |
Avg Bars in Winners | 100 | 97 | 102 | 323 | 332 | 312 |
Avg Bars in Losers | 356 | 351 | 361 | 105 | 96 | 113 |
Bars Traded | 24545 | 12575 | 11969 | 24545 | 12575 | 11969 |
Profit Streak | 26.0923 | 26.0923 | 46.5506 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527260 | -50637 | -100884 | -595511 | -650926 | -675251 |
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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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