Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269892.7121 | 117588.3709 | 152304.3412 | -25724.5776 | -3201.9148 | -22522.6628 |
Total P&L (%) | 269.8927 | 117.5884 | 152.3043 | -25.7246 | -3.2019 | -22.5227 |
Avg Daily Profit (%) | 0.182 | 0.0793 | 0.1027 | -0.0201 | -0.0022 | -0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140476 | -98000 | -97808 | -406441 | -136795 | -309914 |
Profit Factor | 1.2903 | 1.2422 | 1.3428 | 0.9791 | 0.9944 | 0.9656 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
Losing Trades | 69 | 42 | 27 | 69 | 42 | 27 |
Profitability (%) | 53.3784 | 43.2432 | 63.5135 | 53.3784 | 43.2432 | 63.5135 |
Ratio Avg Win / Avg Loss | 1.1269 | 1.6303 | 0.7714 | 0.8552 | 1.3052 | 0.5547 |
Largest Winning Trade | 128283 | 128283 | 38282 | 74216 | 74216 | 48872 |
Largest Losing Trade | -52498 | -32489 | -52498 | -199312 | -73910 | -199312 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 2721 | 1353 | 1368 | 2721 | 1353 | 1368 |
Profit Streak | 0 | 0 | 31.3071 | 0 | 0 | 31.3071 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309555 | -153051 | -118804 | -579670 | -645919 | -642388 |
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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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