Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289418.6877 | 188852.2898 | 100566.3979 | -202154.2428 | 189418.1957 | -391572.4386 |
Total P&L (%) | 289.4187 | 188.8523 | 100.5664 | -202.1542 | 189.4182 | -391.5724 |
Avg Daily Profit (%) | 0.1603 | 0.1046 | 0.0557 | 0 | 0.0589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133708 | -182677 | -128455 | -405042 | -70739 | -438826 |
Profit Factor | 1.3836 | 1.4801 | 1.2785 | 0.7427 | 1.8015 | 0.2871 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 69 | 30 | 39 | 61 | 34 | 27 |
Losing Trades | 60 | 34 | 26 | 68 | 30 | 38 |
Profitability (%) | 53.4884 | 46.875 | 60 | 47.2868 | 53.125 | 41.5385 |
Ratio Avg Win / Avg Loss | 1.2031 | 1.6775 | 0.8523 | 0.8279 | 1.5895 | 0.404 |
Largest Winning Trade | 99148 | 99148 | 56566 | 110246 | 110246 | 24288 |
Largest Losing Trade | -120528 | -50511 | -120528 | -270654 | -40603 | -270654 |
Avg Bars in Trades | 26 | 30 | 23 | 26 | 30 | 23 |
Avg Bars in Winners | 25 | 26 | 24 | 28 | 35 | 20 |
Avg Bars in Losers | 27 | 33 | 21 | 25 | 23 | 25 |
Bars Traded | 3444 | 1922 | 1522 | 3444 | 1922 | 1522 |
Profit Streak | 0 | 28.5388 | 0 | 21.5388 | 0 | 34.0388 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322144 | -190901 | -250360 | -580662 | -249661 | -714755 |
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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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