Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275645.596 | 275502.6741 | 142.9219 | -257757.0771 | 7486.1985 | -265243.2756 |
Total P&L (%) | 275.6456 | 275.5027 | 0.1429 | -257.7571 | 7.4862 | -265.2433 |
Avg Daily Profit (%) | 0.1486 | 0.1486 | 0.0001 | 0 | 0.0039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152695 | -103732 | -153873 | -524696 | -284823 | -359643 |
Profit Factor | 1.4078 | 1.8709 | 1.0004 | 0.7769 | 1.0142 | 0.579 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 49 | 26 | 23 | 45 | 23 | 22 |
Losing Trades | 26 | 11 | 15 | 30 | 14 | 16 |
Profitability (%) | 65.3333 | 70.2703 | 60.5263 | 60 | 62.1622 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.747 | 0.7916 | 0.6524 | 0.5179 | 0.6174 | 0.4211 |
Largest Winning Trade | 65525 | 65525 | 39657 | 142594 | 142594 | 78451 |
Largest Losing Trade | -143171 | -73684 | -143171 | -327519 | -104863 | -327519 |
Avg Bars in Trades | 143 | 153 | 134 | 143 | 153 | 134 |
Avg Bars in Winners | 89 | 99 | 79 | 121 | 130 | 112 |
Avg Bars in Losers | 245 | 280 | 219 | 177 | 190 | 165 |
Bars Traded | 10786 | 5667 | 5119 | 10786 | 5667 | 5119 |
Profit Streak | 6.7881 | 0 | 52.4547 | 0 | 40.9547 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53874 | 312440 | -577873 | -640481 | -557783 | -579741 |
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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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