Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403128.8511 | 253123.5487 | 150005.3024 | -427738.6371 | -171067.2833 | -256671.3538 |
Total P&L (%) | 403.1289 | 253.1235 | 150.0053 | -427.7386 | -171.0673 | -256.6714 |
Avg Daily Profit (%) | 0.3224 | 0.2024 | 0.12 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107529 | -47954 | -107529 | -708122 | -359660 | -458150 |
Profit Factor | 1.8365 | 2.3599 | 1.5071 | 0.6625 | 0.7047 | 0.627 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 119 | 59 | 60 | 31 | 16 | 15 |
Losing Trades | 25 | 13 | 12 | 113 | 56 | 57 |
Profitability (%) | 82.6389 | 81.9444 | 83.3333 | 21.5278 | 22.2222 | 20.8333 |
Ratio Avg Win / Avg Loss | 0.3858 | 0.52 | 0.3014 | 2.4148 | 2.4663 | 2.3824 |
Largest Winning Trade | 27703 | 22893 | 27703 | 275567 | 275567 | 150023 |
Largest Losing Trade | -107529 | -47954 | -107529 | -131268 | -50645 | -131268 |
Avg Bars in Trades | 15 | 18 | 12 | 15 | 18 | 12 |
Avg Bars in Winners | 8 | 9 | 7 | 37 | 48 | 26 |
Avg Bars in Losers | 48 | 61 | 33 | 9 | 10 | 8 |
Bars Traded | 2224 | 1357 | 867 | 2224 | 1357 | 867 |
Profit Streak | 52.744 | 92.744 | 52.744 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555922 | -64506 | -107308 | -622459 | -699238 | -705359 |
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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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