Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295592.0973 | 264693.8696 | 30898.2277 | -102040.5254 | 277878.8035 | -379919.3289 |
Total P&L (%) | 295.5921 | 264.6939 | 30.8982 | -102.0405 | 277.8788 | -379.9193 |
Avg Daily Profit (%) | 0.1554 | 0.1391 | 0.0162 | 0 | 0.0699 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171596 | -148630 | -163001 | -486878 | -109734 | -501401 |
Profit Factor | 1.3407 | 1.5566 | 1.0788 | 0.8909 | 1.959 | 0.4113 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 76 | 33 | 43 | 75 | 40 | 35 |
Losing Trades | 73 | 42 | 31 | 74 | 35 | 39 |
Profitability (%) | 51.0067 | 44 | 58.1081 | 50.3356 | 53.3333 | 47.2973 |
Ratio Avg Win / Avg Loss | 1.2877 | 1.9811 | 0.7777 | 0.879 | 1.7141 | 0.4583 |
Largest Winning Trade | 181619 | 181619 | 46974 | 166815 | 166815 | 56702 |
Largest Losing Trade | -101453 | -45456 | -101453 | -446468 | -98696 | -446468 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 29 | 32 | 27 | 21 | 24 | 17 |
Avg Bars in Losers | 19 | 18 | 21 | 28 | 24 | 31 |
Bars Traded | 3688 | 1843 | 1845 | 3688 | 1843 | 1845 |
Profit Streak | 0 | 0 | 488.1657 | 484.1657 | 588.1657 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301478 | -63551 | -371963 | -579478 | -150781 | -646009 |
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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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