Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308826.7115 | 213495.0028 | 95331.7087 | -25059.8226 | -58838.0022 | 33778.1796 |
Total P&L (%) | 308.8267 | 213.495 | 95.3317 | -25.0598 | -58.838 | 33.7782 |
Avg Daily Profit (%) | 0.1618 | 0.1118 | 0.0499 | -0.0151 | -0.0465 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170695 | -156812 | -86153 | -280101 | -240265 | -189741 |
Profit Factor | 1.3591 | 1.456 | 1.2433 | 0.9802 | 0.912 | 1.0569 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 50 | 46.0526 | 53.9474 | 50 | 46.0526 | 53.9474 |
Ratio Avg Win / Avg Loss | 1.3591 | 1.7056 | 1.0613 | 0.9802 | 1.0684 | 0.9022 |
Largest Winning Trade | 172102 | 172102 | 65467 | 113352 | 113352 | 68087 |
Largest Losing Trade | -68146 | -44773 | -68146 | -143384 | -57849 | -143384 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Losers | 35 | 42 | 27 | 35 | 42 | 27 |
Bars Traded | 5504 | 2901 | 2603 | 5504 | 2901 | 2603 |
Profit Streak | 17.6562 | 0 | 149.3228 | 17.6562 | 0 | 149.3228 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327693 | -92536 | -173988 | -579414 | -630104 | -382391 |
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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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