Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74287.1208 | 57496.7919 | 16790.3288 | -33389.9809 | 53307.8161 | -86697.797 |
Total P&L (%) | 74.2871 | 57.4968 | 16.7903 | -33.39 | 53.3078 | -86.6978 |
Avg Daily Profit (%) | 0.2853 | 0.2208 | 0.0645 | -0.1559 | 0.1642 | -0.7716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81359 | -31451 | -84009 | -167156 | -36388 | -175211 |
Profit Factor | 1.2354 | 1.4655 | 1.0874 | 0.9263 | 1.3812 | 0.7233 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 75.5102 | 72.6027 | 78.3784 | 75.5102 | 72.6027 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.4007 | 0.553 | 0.3 | 0.3004 | 0.5212 | 0.1995 |
Largest Winning Trade | 18459 | 10669 | 18459 | 20100 | 11521 | 20100 |
Largest Losing Trade | -81359 | -31451 | -81359 | -167156 | -30712 | -167156 |
Avg Bars in Trades | 167 | 167 | 166 | 167 | 167 | 166 |
Avg Bars in Winners | 96 | 103 | 90 | 96 | 103 | 90 |
Avg Bars in Losers | 384 | 337 | 443 | 384 | 337 | 443 |
Bars Traded | 24557 | 12243 | 12314 | 24557 | 12243 | 12314 |
Profit Streak | 0 | 10.6534 | 0 | 0 | 10.6534 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312201 | -62655 | -303828 | -578477 | -63933 | -642675 |
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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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