Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654780.1141 | 635969.2111 | 18810.903 | -152413.641 | 116154.329 | -268567.97 |
Total P&L (%) | 654.7801 | 635.9692 | 18.8109 | -152.4136 | 116.1543 | -268.568 |
Avg Daily Profit (%) | 0.2616 | 0.2541 | 0.0075 | 0 | 0.0308 | 0 |
Buy And Hold Return (%) | 288.0746 | 288.0746 | 288.0746 | 288.0746 | 288.0746 | 288.0746 |
Max Trade Drawdown | -193438 | -102302 | -187801 | -335234 | -160925 | -315223 |
Profit Factor | 1.8498 | 2.7204 | 1.0469 | 0.7477 | 1.4963 | 0.2744 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 79 | 37 | 42 | 61 | 33 | 28 |
Losing Trades | 64 | 34 | 30 | 82 | 38 | 44 |
Profitability (%) | 55.2448 | 52.1127 | 58.3333 | 42.6573 | 46.4789 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.4986 | 2.4998 | 0.7478 | 1.0052 | 1.723 | 0.4312 |
Largest Winning Trade | 381966 | 381966 | 32121 | 144076 | 144076 | 23915 |
Largest Losing Trade | -102740 | -39047 | -102740 | -184951 | -78629 | -184951 |
Avg Bars in Trades | 67 | 85 | 51 | 67 | 85 | 51 |
Avg Bars in Winners | 78 | 87 | 70 | 67 | 84 | 46 |
Avg Bars in Losers | 55 | 82 | 24 | 68 | 85 | 54 |
Bars Traded | 9714 | 6039 | 3675 | 9714 | 6039 | 3675 |
Profit Streak | 139.8294 | 139.8294 | 145.5794 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301228 | -77259 | -595850 | -581588 | -403448 | -664557 |
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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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