Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322219.5238 | 308984.045 | 13235.4788 | -318468.8969 | 4988.5933 | -323457.4902 |
Total P&L (%) | 322.2195 | 308.984 | 13.2355 | -318.4689 | 4.9886 | -323.4575 |
Avg Daily Profit (%) | 0.1804 | 0.173 | 0.0074 | 0 | 0.0027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -293339 | -72254 | -261161 | -473133 | -169410 | -343995 |
Profit Factor | 1.2908 | 1.6139 | 1.0219 | 0.7107 | 1.0096 | 0.4411 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 77 | 37 | 40 | 66 | 38 | 28 |
Losing Trades | 72 | 38 | 34 | 83 | 37 | 46 |
Profitability (%) | 51.6779 | 49.3333 | 54.0541 | 44.2953 | 50.6667 | 37.8378 |
Ratio Avg Win / Avg Loss | 1.207 | 1.6575 | 0.8686 | 0.8937 | 0.983 | 0.7247 |
Largest Winning Trade | 108898 | 108898 | 53110 | 78308 | 64836 | 78308 |
Largest Losing Trade | -155008 | -34415 | -155008 | -65217 | -65217 | -57770 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 23 | 23 | 23 |
Avg Bars in Losers | 23 | 23 | 23 | 22 | 22 | 22 |
Bars Traded | 3424 | 1723 | 1701 | 3424 | 1723 | 1701 |
Profit Streak | 0 | 0 | 0 | 44.1491 | 55.6491 | 44.1491 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301324 | -46494 | -509545 | -580903 | -622242 | -649133 |
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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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