Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438705.348 | 436856.7397 | 1848.6083 | -103994.1885 | 475252.9802 | -579247.1687 |
Total P&L (%) | 438.7053 | 436.8567 | 1.8486 | -103.9942 | 475.253 | -579.2472 |
Avg Daily Profit (%) | 0.2219 | 0.221 | 0.0009 | 0 | 0.0885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193620 | -202954 | -178085 | -740514 | -210053 | -649270 |
Profit Factor | 1.4428 | 1.7976 | 1.0042 | 0.9116 | 2.3394 | 0.2947 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 75 | 34 | 41 | 76 | 45 | 31 |
Losing Trades | 71 | 39 | 32 | 70 | 28 | 42 |
Profitability (%) | 51.3699 | 46.5753 | 56.1644 | 52.0548 | 61.6438 | 42.4658 |
Ratio Avg Win / Avg Loss | 1.3659 | 2.0619 | 0.7837 | 0.8396 | 1.4556 | 0.3993 |
Largest Winning Trade | 210878 | 210878 | 54948 | 192864 | 192864 | 91446 |
Largest Losing Trade | -101566 | -64325 | -101566 | -510489 | -198208 | -510489 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 43 | 41 | 45 | 40 | 46 | 32 |
Avg Bars in Losers | 33 | 42 | 21 | 36 | 35 | 37 |
Bars Traded | 5635 | 3074 | 2560 | 5635 | 3074 | 2560 |
Profit Streak | 0 | 0 | 582.2611 | 530.9278 | 582.5944 | 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 | 335843 | -62080 | -645238 | -579541 | -140622 | -655666 |
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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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