Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368644.247 | 366422.8348 | 2221.4121 | -208683.8002 | 499872.1136 | -708555.9138 |
Total P&L (%) | 368.6442 | 366.4228 | 2.2214 | -208.6838 | 499.8721 | -708.5559 |
Avg Daily Profit (%) | 0.1905 | 0.1893 | 0.0011 | 0 | 0.0926 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125676 | -138610 | -184157 | -685372 | -95658 | -791509 |
Profit Factor | 1.3719 | 1.7237 | 1.0046 | 0.8765 | 1.9458 | 0.3898 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 80 | 33 | 47 | 85 | 49 | 36 |
Losing Trades | 74 | 44 | 30 | 69 | 28 | 41 |
Profitability (%) | 51.9481 | 42.8571 | 61.039 | 55.1948 | 63.6364 | 46.7532 |
Ratio Avg Win / Avg Loss | 1.269 | 2.2983 | 0.6412 | 0.7115 | 1.1119 | 0.4439 |
Largest Winning Trade | 118942 | 118942 | 43740 | 222129 | 222129 | 46814 |
Largest Losing Trade | -125676 | -35906 | -125676 | -311387 | -82987 | -311387 |
Avg Bars in Trades | 36 | 44 | 28 | 36 | 44 | 28 |
Avg Bars in Winners | 38 | 48 | 31 | 34 | 41 | 25 |
Avg Bars in Losers | 34 | 41 | 24 | 38 | 48 | 31 |
Bars Traded | 5622 | 3417 | 2205 | 5622 | 3417 | 2205 |
Profit Streak | 0 | 0 | 0 | 37.9647 | 37.9647 | 48.2981 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328405 | -33938 | -614180 | -578308 | -106105 | -623159 |
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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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