Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268543.8249 | 195485.6913 | 73058.1336 | 36724.0914 | 114877.0008 | -78152.9094 |
Total P&L (%) | 268.5438 | 195.4857 | 73.0581 | 36.7241 | 114.877 | -78.1529 |
Avg Daily Profit (%) | 0.1881 | 0.1369 | 0.0512 | 0.0219 | 0.0536 | -0.1065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190329 | -104742 | -95162 | -722801 | -515860 | -236465 |
Profit Factor | 1.3421 | 1.4988 | 1.1859 | 1.0194 | 1.1116 | 0.909 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 48.3444 | 44 | 52.6316 | 48.3444 | 44 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.434 | 1.9075 | 1.0673 | 1.0893 | 1.4147 | 0.8181 |
Largest Winning Trade | 136114 | 136114 | 50877 | 468689 | 468689 | 76662 |
Largest Losing Trade | -49700 | -49700 | -45332 | -210140 | -210140 | -94161 |
Avg Bars in Trades | 110 | 128 | 93 | 110 | 128 | 93 |
Avg Bars in Winners | 104 | 117 | 93 | 104 | 117 | 93 |
Avg Bars in Losers | 116 | 137 | 93 | 116 | 137 | 93 |
Bars Traded | 16735 | 9638 | 7097 | 16735 | 9638 | 7097 |
Profit Streak | 23.5165 | 0 | 82.3498 | 23.5165 | 0 | 82.3498 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307917 | -67161 | -188391 | -364558 | -278481 | -628528 |
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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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