Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314775.8915 | 295341.2218 | 19434.6697 | -127287.2161 | 207683.2516 | -334970.4677 |
Total P&L (%) | 314.7759 | 295.3412 | 19.4347 | -127.2872 | 207.6833 | -334.9705 |
Avg Daily Profit (%) | 0.1623 | 0.1523 | 0.01 | 0 | 0.058 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125737 | -79995 | -175220 | -392230 | -70359 | -395693 |
Profit Factor | 1.333 | 1.6727 | 1.0384 | 0.8547 | 1.7512 | 0.4414 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 76 | 38 | 38 | 75 | 41 | 34 |
Losing Trades | 73 | 37 | 36 | 74 | 34 | 40 |
Profitability (%) | 51.0067 | 50.6667 | 51.3514 | 50.3356 | 54.6667 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.2804 | 1.6287 | 0.9837 | 0.8433 | 1.4522 | 0.5192 |
Largest Winning Trade | 102110 | 102110 | 49154 | 84050 | 84050 | 53864 |
Largest Losing Trade | -106463 | -33977 | -106463 | -327136 | -42862 | -327136 |
Avg Bars in Trades | 25 | 15 | 35 | 25 | 15 | 35 |
Avg Bars in Winners | 26 | 11 | 40 | 22 | 16 | 29 |
Avg Bars in Losers | 23 | 18 | 29 | 27 | 13 | 40 |
Bars Traded | 3741 | 1129 | 2612 | 3741 | 1129 | 2612 |
Profit Streak | 0 | 0 | 29.5776 | 13.0776 | 36.0776 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301923 | -46212 | -430422 | -579454 | -168117 | -646812 |
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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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