Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368723.5777 | 307320.1971 | 61403.3805 | -129733.6376 | -18699.5096 | -111034.128 |
Total P&L (%) | 368.7236 | 307.3202 | 61.4034 | -129.7336 | -18.6995 | -111.0341 |
Avg Daily Profit (%) | 0.2965 | 0.2472 | 0.0494 | 0 | -0.0166 | 0 |
Buy And Hold Return (%) | 15.0885 | 15.0885 | 15.0885 | 15.0885 | 15.0885 | 15.0885 |
Max Trade Drawdown | -116062 | -69301 | -166260 | -230070 | -36500 | -210160 |
Profit Factor | 1.5229 | 2.2753 | 1.1323 | 0.6534 | 0.8264 | 0.5835 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 98 | 46 | 52 | 49 | 27 | 22 |
Losing Trades | 50 | 28 | 22 | 99 | 47 | 52 |
Profitability (%) | 66.2162 | 62.1622 | 70.2703 | 33.1081 | 36.4865 | 29.7297 |
Ratio Avg Win / Avg Loss | 0.777 | 1.385 | 0.479 | 1.3201 | 1.4385 | 1.3792 |
Largest Winning Trade | 52441 | 52441 | 34701 | 72035 | 44520 | 72035 |
Largest Losing Trade | -116062 | -39221 | -116062 | -180725 | -24954 | -180725 |
Avg Bars in Trades | 98 | 102 | 94 | 98 | 102 | 94 |
Avg Bars in Winners | 70 | 73 | 67 | 150 | 149 | 151 |
Avg Bars in Losers | 154 | 150 | 159 | 72 | 75 | 70 |
Bars Traded | 14594 | 7570 | 7024 | 14594 | 7570 | 7024 |
Profit Streak | 23.6754 | 23.6754 | 45.1754 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440120 | -50326 | -265931 | -585288 | -648824 | -652538 |
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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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