Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603530.3056 | 533727.5543 | 69802.7514 | -147963.3242 | 267757.3071 | -415720.6313 |
Total P&L (%) | 603.5303 | 533.7276 | 69.8028 | -147.9633 | 267.7573 | -415.7206 |
Avg Daily Profit (%) | 0.3053 | 0.27 | 0.0353 | 0 | 0.0659 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130050 | -72332 | -254537 | -427299 | -125199 | -529590 |
Profit Factor | 1.6662 | 2.3423 | 1.1373 | 0.8663 | 1.6832 | 0.4183 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 78 | 42 | 36 | 69 | 37 | 32 |
Losing Trades | 67 | 31 | 36 | 76 | 36 | 40 |
Profitability (%) | 53.7931 | 57.5342 | 50 | 47.5862 | 50.6849 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.4312 | 1.7289 | 1.1373 | 0.9542 | 1.6378 | 0.5228 |
Largest Winning Trade | 188238 | 188238 | 80220 | 87147 | 87147 | 64153 |
Largest Losing Trade | -102869 | -56844 | -102869 | -200474 | -68933 | -200474 |
Avg Bars in Trades | 53 | 32 | 74 | 53 | 32 | 74 |
Avg Bars in Winners | 63 | 36 | 95 | 44 | 28 | 64 |
Avg Bars in Losers | 41 | 28 | 52 | 61 | 37 | 82 |
Bars Traded | 7728 | 2396 | 5332 | 7728 | 2396 | 5332 |
Profit Streak | 0 | 0 | 492.9459 | 480.1959 | 530.1959 | 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 | 426895 | -57606 | -294084 | -580748 | -172660 | -662396 |
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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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