Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252793.9427 | 268222.7675 | -15428.8248 | -128836.3052 | -66802.8432 | -62033.462 |
Total P&L (%) | 252.7939 | 268.2228 | -15.4288 | -128.8363 | -66.8028 | -62.0335 |
Avg Daily Profit (%) | 0.2048 | 0.2173 | -0.0125 | 0 | -0.0893 | -0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155931 | -72743 | -179097 | -382240 | -78099 | -318569 |
Profit Factor | 1.3335 | 2.0949 | 0.9699 | 0.7621 | 0.5784 | 0.8381 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 105 | 52 | 53 | 39 | 20 | 19 |
Losing Trades | 38 | 19 | 19 | 104 | 51 | 53 |
Profitability (%) | 73.4266 | 73.2394 | 73.6111 | 27.2727 | 28.169 | 26.3889 |
Ratio Avg Win / Avg Loss | 0.4826 | 0.7655 | 0.3477 | 2.0322 | 1.4749 | 2.3378 |
Largest Winning Trade | 34565 | 34565 | 24613 | 247830 | 21081 | 247830 |
Largest Losing Trade | -155931 | -38995 | -155931 | -204106 | -25305 | -204106 |
Avg Bars in Trades | 99 | 104 | 94 | 99 | 104 | 94 |
Avg Bars in Winners | 64 | 66 | 61 | 188 | 201 | 174 |
Avg Bars in Losers | 196 | 207 | 185 | 66 | 66 | 65 |
Bars Traded | 14224 | 7424 | 6800 | 14224 | 7424 | 6800 |
Profit Streak | 17.6999 | 17.6999 | 39.1999 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406001 | -73626 | -655389 | -597419 | -681917 | -681151 |
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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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