Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260882.3592 | 100975.7661 | 159906.5931 | -347056.5042 | 314639.473 | -661695.9772 |
Total P&L (%) | 260.8824 | 100.9758 | 159.9066 | -347.0565 | 314.6395 | -661.696 |
Avg Daily Profit (%) | 0.1575 | 0.061 | 0.0966 | 0 | 0.0859 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191563 | -139667 | -151509 | -645912 | -170015 | -798483 |
Profit Factor | 1.3757 | 1.2889 | 1.4637 | 0.7853 | 1.5914 | 0.3897 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 88 | 37 | 51 | 58 | 35 | 23 |
Losing Trades | 57 | 35 | 22 | 87 | 37 | 50 |
Profitability (%) | 60.6897 | 51.3889 | 69.863 | 40 | 48.6111 | 31.5068 |
Ratio Avg Win / Avg Loss | 0.8911 | 1.2193 | 0.6314 | 1.1779 | 1.6824 | 0.8472 |
Largest Winning Trade | 108182 | 108182 | 65964 | 182826 | 182826 | 126751 |
Largest Losing Trade | -144271 | -55908 | -144271 | -458839 | -52204 | -458839 |
Avg Bars in Trades | 33 | 40 | 26 | 33 | 40 | 26 |
Avg Bars in Winners | 26 | 30 | 23 | 42 | 51 | 28 |
Avg Bars in Losers | 44 | 51 | 32 | 27 | 30 | 25 |
Bars Traded | 4857 | 2926 | 1931 | 4857 | 2926 | 1931 |
Profit Streak | 38.5736 | 38.5736 | 254.5736 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 13 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344303 | -189259 | -131903 | -582616 | -155267 | -659650 |
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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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