Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249045.9871 | 197791.1388 | 51254.8484 | -108070.1627 | 15062.3208 | -123132.4836 |
Total P&L (%) | 249.046 | 197.7911 | 51.2548 | -108.0702 | 15.0623 | -123.1325 |
Avg Daily Profit (%) | 0.2391 | 0.1899 | 0.0492 | 0 | 0.0135 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100870 | -65344 | -109703 | -153451 | -6337 | -149183 |
Profit Factor | 1.4296 | 1.8449 | 1.1483 | 0.3737 | 1.9852 | 0.217 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 108 | 53 | 55 | 42 | 22 | 20 |
Losing Trades | 37 | 19 | 18 | 103 | 50 | 53 |
Profitability (%) | 74.4828 | 73.6111 | 75.3425 | 28.9655 | 30.5556 | 27.3973 |
Ratio Avg Win / Avg Loss | 0.4898 | 0.6614 | 0.3758 | 0.9165 | 4.5119 | 0.5752 |
Largest Winning Trade | 33367 | 33367 | 23620 | 13454 | 13454 | 10562 |
Largest Losing Trade | -100870 | -43457 | -100870 | -142635 | -1591 | -142635 |
Avg Bars in Trades | 169 | 186 | 153 | 169 | 186 | 153 |
Avg Bars in Winners | 102 | 113 | 92 | 323 | 364 | 279 |
Avg Bars in Losers | 365 | 392 | 338 | 106 | 108 | 105 |
Bars Traded | 24626 | 13447 | 11179 | 24626 | 13447 | 11179 |
Profit Streak | 15.9904 | 15.9904 | 38.3654 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439396 | -67283 | -254470 | -592731 | -267995 | -671985 |
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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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