Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352348.0841 | 243878.4209 | 108469.6632 | -141018.5342 | 174556.1997 | -315574.734 |
Total P&L (%) | 352.3481 | 243.8784 | 108.4697 | -141.0185 | 174.5562 | -315.5747 |
Avg Daily Profit (%) | 0.184 | 0.1274 | 0.0567 | 0 | 0.0528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199093 | -153119 | -143570 | -1116168 | -462895 | -694982 |
Profit Factor | 1.3882 | 1.5167 | 1.249 | 0.9199 | 1.2305 | 0.6854 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 98 | 47 | 51 | 64 | 34 | 30 |
Losing Trades | 58 | 31 | 27 | 92 | 44 | 48 |
Profitability (%) | 62.8205 | 60.2564 | 65.3846 | 41.0256 | 43.5897 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.8216 | 1.0004 | 0.6612 | 1.3223 | 1.5924 | 1.0966 |
Largest Winning Trade | 32102 | 32102 | 28656 | 243059 | 213181 | 243059 |
Largest Losing Trade | -111567 | -54938 | -111567 | -494290 | -69721 | -494290 |
Avg Bars in Trades | 47 | 58 | 36 | 47 | 58 | 36 |
Avg Bars in Winners | 28 | 25 | 31 | 73 | 98 | 44 |
Avg Bars in Losers | 80 | 110 | 47 | 30 | 27 | 32 |
Bars Traded | 7477 | 4592 | 2885 | 7477 | 4592 | 2885 |
Profit Streak | 0 | 58.4801 | 0 | 6.7301 | 0 | 34.9801 |
Trades During Streak | 0 | 5 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321129 | -52887 | -151344 | -581096 | -158629 | -616614 |
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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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