Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247452.8357 | 98399.8057 | 149053.03 | -138913.8545 | 24546.5343 | -163460.3888 |
Total P&L (%) | 247.4528 | 98.3998 | 149.053 | -138.9139 | 24.5465 | -163.4604 |
Avg Daily Profit (%) | 0.2194 | 0.0872 | 0.1322 | 0 | 0.0195 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126190 | -32107 | -111149 | -242338 | -56805 | -247888 |
Profit Factor | 1.4425 | 1.3726 | 1.505 | 0.7391 | 1.1534 | 0.5611 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 84 | 37 | 47 | 66 | 36 | 30 |
Losing Trades | 61 | 35 | 26 | 79 | 36 | 43 |
Profitability (%) | 57.931 | 51.3889 | 64.3836 | 45.5172 | 50 | 41.0959 |
Ratio Avg Win / Avg Loss | 1.0475 | 1.2984 | 0.8326 | 0.8847 | 1.1534 | 0.8043 |
Largest Winning Trade | 35838 | 35838 | 31985 | 53575 | 53575 | 23459 |
Largest Losing Trade | -103008 | -32107 | -103008 | -209177 | -52063 | -209177 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 39 | 31 | 46 | 45 | 44 | 46 |
Avg Bars in Losers | 51 | 61 | 39 | 44 | 48 | 41 |
Bars Traded | 6516 | 3325 | 3191 | 6516 | 3325 | 3191 |
Profit Streak | 3.2862 | 0 | 8.4529 | 0 | 13.7862 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333917 | -155227 | -86068 | -582137 | -301307 | -656198 |
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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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