Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377085.5917 | 303125.5782 | 73960.0135 | -124122.7348 | 276607.5827 | -400730.3175 |
Total P&L (%) | 377.0856 | 303.1256 | 73.96 | -124.1227 | 276.6076 | -400.7303 |
Avg Daily Profit (%) | 0.1983 | 0.1594 | 0.0389 | 0 | 0.0698 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176995 | -99515 | -211251 | -403498 | -51421 | -467714 |
Profit Factor | 1.4087 | 1.7051 | 1.1501 | 0.8295 | 3.0054 | 0.321 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 81 | 43 | 38 | 74 | 40 | 34 |
Losing Trades | 66 | 31 | 35 | 73 | 34 | 39 |
Profitability (%) | 55.102 | 58.1081 | 52.0548 | 50.3401 | 54.0541 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.1478 | 1.2293 | 1.0593 | 0.8183 | 2.5546 | 0.3682 |
Largest Winning Trade | 115375 | 115375 | 65954 | 76532 | 76532 | 53885 |
Largest Losing Trade | -105206 | -45725 | -105206 | -382282 | -25732 | -382282 |
Avg Bars in Trades | 75 | 54 | 96 | 75 | 54 | 96 |
Avg Bars in Winners | 81 | 48 | 119 | 70 | 54 | 88 |
Avg Bars in Losers | 67 | 61 | 72 | 80 | 53 | 104 |
Bars Traded | 11073 | 4009 | 7064 | 11073 | 4009 | 7064 |
Profit Streak | 0 | 0 | 586.3486 | 506.0153 | 506.6819 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338579 | -53734 | -266740 | -579760 | -157113 | -654067 |
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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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