Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309273.4575 | 57711.2333 | 251562.2241 | -285040.0044 | -105292.8187 | -179747.1857 |
Total P&L (%) | 309.2735 | 57.7112 | 251.5622 | -285.04 | -105.2928 | -179.7472 |
Avg Daily Profit (%) | 0.2083 | 0.0389 | 0.1694 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140863 | -35931 | -137077 | -1298031 | -280455 | -1169670 |
Profit Factor | 1.6858 | 1.3262 | 1.9181 | 0.8725 | 0.8459 | 0.8842 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 117 | 54 | 63 | 64 | 31 | 33 |
Losing Trades | 28 | 19 | 9 | 81 | 42 | 39 |
Profitability (%) | 80.6897 | 73.9726 | 87.5 | 44.1379 | 42.4658 | 45.8333 |
Ratio Avg Win / Avg Loss | 0.4034 | 0.4666 | 0.274 | 1.1043 | 1.1461 | 1.045 |
Largest Winning Trade | 43389 | 15568 | 43389 | 309753 | 79726 | 309753 |
Largest Losing Trade | -107675 | -35931 | -107675 | -723642 | -209199 | -723642 |
Avg Bars in Trades | 19 | 7 | 31 | 19 | 7 | 31 |
Avg Bars in Winners | 9 | 4 | 14 | 24 | 8 | 39 |
Avg Bars in Losers | 61 | 17 | 153 | 15 | 7 | 24 |
Bars Traded | 2855 | 581 | 2274 | 2855 | 581 | 2274 |
Profit Streak | 7.4943 | 115.9943 | 0 | 0 | 0 | 104.4943 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492557 | -210102 | -66338 | -580729 | -653721 | -659628 |
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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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