Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197432.1632 | 88963.5522 | 108468.6111 | -146121.4303 | 158433.3322 | -304554.7625 |
Total P&L (%) | 197.4322 | 88.9636 | 108.4686 | -146.1214 | 158.4333 | -304.5548 |
Avg Daily Profit (%) | 0.1776 | 0.08 | 0.0976 | 0 | 0.0855 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109452 | -56273 | -105607 | -457641 | -86032 | -450246 |
Profit Factor | 1.3641 | 1.3498 | 1.3768 | 0.8165 | 1.8009 | 0.4912 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 80 | 35 | 45 | 75 | 38 | 37 |
Losing Trades | 75 | 43 | 32 | 80 | 40 | 40 |
Profitability (%) | 51.6129 | 44.8718 | 58.4416 | 48.3871 | 48.7179 | 48.0519 |
Ratio Avg Win / Avg Loss | 1.2789 | 1.6583 | 0.9791 | 0.871 | 1.8957 | 0.531 |
Largest Winning Trade | 52469 | 52469 | 26631 | 131362 | 131362 | 36324 |
Largest Losing Trade | -105607 | -22896 | -105607 | -406445 | -16899 | -406445 |
Avg Bars in Trades | 27 | 22 | 31 | 27 | 22 | 31 |
Avg Bars in Winners | 30 | 23 | 36 | 29 | 23 | 36 |
Avg Bars in Losers | 23 | 22 | 24 | 24 | 22 | 27 |
Bars Traded | 4206 | 1775 | 2431 | 4206 | 1775 | 2431 |
Profit Streak | 0 | 0 | 0 | 15.291 | 15.291 | 19.541 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331367 | -120763 | -104388 | -579243 | -109540 | -622936 |
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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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