Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356307.4262 | 307943.1714 | 48364.2548 | 24748.1649 | -46454.8522 | 71203.0171 |
Total P&L (%) | 356.3074 | 307.9432 | 48.3643 | 24.7482 | -46.4549 | 71.203 |
Avg Daily Profit (%) | 0.1917 | 0.1657 | 0.026 | 0.0119 | -0.0336 | 0.0289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203252 | -173871 | -123172 | -624083 | -537815 | -274547 |
Profit Factor | 1.3767 | 1.6387 | 1.1043 | 1.0123 | 0.9565 | 1.0759 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 48.6842 | 46.0526 | 51.3158 | 48.6842 | 46.0526 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.4511 | 1.9196 | 1.0476 | 1.0671 | 1.1205 | 1.0207 |
Largest Winning Trade | 187191 | 187191 | 58617 | 253821 | 253821 | 210316 |
Largest Losing Trade | -44141 | -37535 | -44141 | -149458 | -122421 | -149458 |
Avg Bars in Trades | 23 | 21 | 26 | 23 | 21 | 26 |
Avg Bars in Winners | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 3643 | 1663 | 1980 | 3643 | 1663 | 1980 |
Profit Streak | 0 | 0 | 42.4756 | 0 | 0 | 42.4756 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311932 | -40285 | -313443 | -387066 | -629826 | -339307 |
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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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