Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249217.6736 | 72101.4879 | 177116.1857 | -224362.6027 | -195118.011 | -29244.5917 |
Total P&L (%) | 249.2177 | 72.1015 | 177.1162 | -224.3626 | -195.118 | -29.2446 |
Avg Daily Profit (%) | 0.1682 | 0.0487 | 0.1196 | 0 | 0 | -0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175332 | -80681 | -123138 | -453655 | -291225 | -244033 |
Profit Factor | 1.3771 | 1.2144 | 1.5456 | 0.7759 | 0.6485 | 0.9344 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 83 | 36 | 47 | 61 | 33 | 28 |
Losing Trades | 55 | 33 | 22 | 77 | 36 | 41 |
Profitability (%) | 60.1449 | 52.1739 | 68.1159 | 44.2029 | 47.8261 | 40.5797 |
Ratio Avg Win / Avg Loss | 0.9125 | 1.1132 | 0.7235 | 0.9794 | 0.7074 | 1.3683 |
Largest Winning Trade | 44954 | 39179 | 44954 | 53544 | 48792 | 53544 |
Largest Losing Trade | -114687 | -39413 | -114687 | -162331 | -117609 | -162331 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 29 | 26 | 31 | 26 | 23 | 28 |
Avg Bars in Losers | 32 | 31 | 34 | 34 | 33 | 34 |
Bars Traded | 4221 | 1978 | 2243 | 4221 | 1978 | 2243 |
Profit Streak | 35.3061 | 35.3061 | 64.3061 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336921 | -228926 | -131412 | -582666 | -683303 | -684732 |
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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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