Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274472.2995 | 136224.4681 | 138247.8314 | -101866.5516 | -52151.5913 | -49714.9603 |
Total P&L (%) | 274.4723 | 136.2245 | 138.2478 | -101.8666 | -52.1516 | -49.715 |
Avg Daily Profit (%) | 0.165 | 0.0819 | 0.0831 | 0 | -0.0443 | -0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149652 | -131677 | -131992 | -139571 | -67797 | -76739 |
Profit Factor | 1.272 | 1.277 | 1.2672 | 0.4867 | 0.3175 | 0.5926 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 87 | 38 | 49 | 68 | 40 | 28 |
Losing Trades | 69 | 40 | 29 | 88 | 38 | 50 |
Profitability (%) | 55.7692 | 48.7179 | 62.8205 | 43.5897 | 51.2821 | 35.8974 |
Ratio Avg Win / Avg Loss | 1.0088 | 1.3443 | 0.75 | 0.6298 | 0.3017 | 1.0581 |
Largest Winning Trade | 91359 | 91359 | 53663 | 38239 | 8542 | 38239 |
Largest Losing Trade | -100899 | -49711 | -100899 | -64574 | -63195 | -64574 |
Avg Bars in Trades | 125 | 136 | 114 | 125 | 136 | 114 |
Avg Bars in Winners | 125 | 134 | 118 | 124 | 132 | 112 |
Avg Bars in Losers | 124 | 138 | 105 | 125 | 139 | 115 |
Bars Traded | 19526 | 10629 | 8897 | 19526 | 10629 | 8897 |
Profit Streak | 0 | 0 | 54.4966 | 24.2466 | 36.9133 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316799 | -118632 | -114893 | -581909 | -614080 | -619053 |
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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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