Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325491.1322 | 151020.157 | 174470.9752 | -13567.4578 | -245153.0724 | 231585.6146 |
Total P&L (%) | 325.4911 | 151.0202 | 174.471 | -13.5675 | -245.1531 | 231.5856 |
Avg Daily Profit (%) | 0.195 | 0.0905 | 0.1045 | -0.0087 | 0 | 0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158234 | -180654 | -89499 | -758130 | -893916 | -335859 |
Profit Factor | 1.2617 | 1.2028 | 1.3496 | 0.9964 | 0.8988 | 1.1673 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 140 | 59 | 81 | 140 | 59 | 81 |
Losing Trades | 158 | 90 | 68 | 158 | 90 | 68 |
Profitability (%) | 46.9799 | 39.5973 | 54.3624 | 46.9799 | 39.5973 | 54.3624 |
Ratio Avg Win / Avg Loss | 1.4239 | 1.8347 | 1.133 | 1.1245 | 1.371 | 0.9799 |
Largest Winning Trade | 223201 | 223201 | 37835 | 477319 | 477319 | 125520 |
Largest Losing Trade | -56614 | -56614 | -30411 | -404566 | -404566 | -119686 |
Avg Bars in Trades | 16 | 23 | 9 | 16 | 23 | 9 |
Avg Bars in Winners | 16 | 25 | 9 | 16 | 25 | 9 |
Avg Bars in Losers | 16 | 22 | 9 | 16 | 22 | 9 |
Bars Traded | 4936 | 3505 | 1431 | 4936 | 3505 | 1431 |
Profit Streak | 19.805 | 0 | 20.805 | 19.805 | 0 | 20.805 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311257 | -75508 | -51828 | -577893 | -583038 | -134004 |
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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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