Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265769.0286 | 155553.5559 | 110215.4727 | -111520.6563 | -129512.5844 | 17991.928 |
Total P&L (%) | 265.769 | 155.5536 | 110.2155 | -111.5207 | -129.5126 | 17.9919 |
Avg Daily Profit (%) | 0.1602 | 0.0938 | 0.0665 | 0 | 0 | 0.01 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241158 | -87744 | -186761 | -1459368 | -434198 | -1212009 |
Profit Factor | 1.2508 | 1.3231 | 1.1906 | 0.9672 | 0.9136 | 1.0094 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 78 | 33 | 45 | 75 | 43 | 32 |
Losing Trades | 73 | 43 | 30 | 76 | 33 | 43 |
Profitability (%) | 51.6556 | 43.4211 | 60 | 49.6689 | 56.5789 | 42.6667 |
Ratio Avg Win / Avg Loss | 1.1706 | 1.724 | 0.7937 | 0.9801 | 0.7011 | 1.3564 |
Largest Winning Trade | 55561 | 53973 | 55561 | 444305 | 122163 | 444305 |
Largest Losing Trade | -134381 | -39861 | -134381 | -315203 | -315203 | -313826 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 25 | 28 | 22 | 17 | 19 | 15 |
Avg Bars in Losers | 17 | 18 | 15 | 25 | 27 | 23 |
Bars Traded | 3232 | 1742 | 1490 | 3232 | 1742 | 1490 |
Profit Streak | 0 | 0 | 0 | 40.8644 | 40.8644 | 55.3644 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300534 | -118152 | -171843 | -578332 | -627840 | -456424 |
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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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