Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361671.7028 | 361231.3481 | 440.3547 | -6437.9401 | 110199.4462 | -116637.3862 |
Total P&L (%) | 361.6717 | 361.2313 | 0.4404 | -6.4379 | 110.1994 | -116.6374 |
Avg Daily Profit (%) | 0.1737 | 0.1735 | 0.0002 | -0.0032 | 0.0357 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117550 | -123233 | -130206 | -242363 | -136690 | -209866 |
Profit Factor | 1.4148 | 1.7807 | 1.0011 | 0.9945 | 1.1933 | 0.8056 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 47.973 | 47.2973 | 48.6486 | 47.973 | 47.2973 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.5344 | 1.9842 | 1.0567 | 1.0785 | 1.3297 | 0.8503 |
Largest Winning Trade | 162317 | 162317 | 54288 | 148026 | 148026 | 89449 |
Largest Losing Trade | -57439 | -53537 | -57439 | -192952 | -100947 | -192952 |
Avg Bars in Trades | 166 | 146 | 185 | 166 | 146 | 185 |
Avg Bars in Winners | 197 | 160 | 233 | 197 | 160 | 233 |
Avg Bars in Losers | 137 | 134 | 140 | 137 | 134 | 140 |
Bars Traded | 24608 | 10849 | 13759 | 24608 | 10849 | 13759 |
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 | 320255 | -54737 | -642630 | -579508 | -218616 | -645761 |
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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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