Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392476.6564 | 417324.9269 | -24848.2705 | -39996.8004 | 128025.888 | -168022.6883 |
Total P&L (%) | 392.4767 | 417.3249 | -24.8483 | -39.9968 | 128.0259 | -168.0227 |
Avg Daily Profit (%) | 0.2059 | 0.219 | -0.013 | -0.0268 | 0.0433 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254285 | -237635 | -32172 | -2218668 | -2009484 | -214090 |
Profit Factor | 1.5248 | 1.6059 | 0.5802 | 0.9889 | 1.0381 | 0.324 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Losing Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Profitability (%) | 45.3333 | 49.3333 | 41.3333 | 45.3333 | 49.3333 | 41.3333 |
Ratio Avg Win / Avg Loss | 1.8387 | 1.6493 | 0.8235 | 1.1925 | 1.0661 | 0.4598 |
Largest Winning Trade | 217393 | 217393 | 3928 | 1253078 | 1253078 | 18508 |
Largest Losing Trade | -64476 | -64476 | -3857 | -1436499 | -1436499 | -50740 |
Avg Bars in Trades | 152 | 302 | 1 | 152 | 302 | 1 |
Avg Bars in Winners | 170 | 311 | 1 | 170 | 311 | 1 |
Avg Bars in Losers | 137 | 293 | 1 | 137 | 293 | 1 |
Bars Traded | 22826 | 22694 | 132 | 22826 | 22694 | 132 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331611 | -46394 | -640273 | -580140 | -371016 | -640828 |
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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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