Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470757.0942 | 449293.6992 | 21463.395 | -100822.3572 | 3745.6261 | -104567.9833 |
Total P&L (%) | 470.7571 | 449.2937 | 21.4634 | -100.8224 | 3.7456 | -104.568 |
Avg Daily Profit (%) | 0.3184 | 0.3039 | 0.0145 | 0 | 0.0025 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115638 | -137543 | -106515 | -485858 | -396934 | -287569 |
Profit Factor | 1.5414 | 2.0483 | 1.0487 | 0.8873 | 1.0086 | 0.7733 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 56 | 20 | 36 | 78 | 40 | 38 |
Losing Trades | 87 | 51 | 36 | 65 | 31 | 34 |
Profitability (%) | 39.1608 | 28.169 | 50 | 54.5455 | 56.338 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.3947 | 5.2233 | 1.0487 | 0.7394 | 0.7817 | 0.6919 |
Largest Winning Trade | 488298 | 488298 | 69302 | 400354 | 400354 | 92603 |
Largest Losing Trade | -100517 | -30185 | -100517 | -286197 | -93243 | -286197 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 30 | 31 | 29 | 17 | 13 | 20 |
Avg Bars in Losers | 13 | 13 | 13 | 23 | 24 | 22 |
Bars Traded | 2858 | 1323 | 1535 | 2858 | 1323 | 1535 |
Profit Streak | 8.0826 | 0 | 12.5826 | 0 | 14.5826 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303073 | -90125 | -424904 | -579532 | -652947 | -659320 |
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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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