Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151260.1252 | 18638.4914 | 132621.6338 | 267213.8461 | 28417.9654 | 238795.8807 |
Total P&L (%) | 151.2601 | 18.6385 | 132.6216 | 267.2138 | 28.418 | 238.7959 |
Avg Daily Profit (%) | 0.1627 | 0.02 | 0.1427 | 0.14 | 0.0269 | 0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44413 | -27016 | -44044 | -60845 | -32036 | -59801 |
Profit Factor | 2.2811 | 1.2664 | 3.7572 | 2.5059 | 1.2512 | 4.713 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 118 | 48 | 70 | 118 | 48 | 70 |
Losing Trades | 31 | 27 | 4 | 31 | 27 | 4 |
Profitability (%) | 79.1946 | 64 | 94.5946 | 79.1946 | 64 | 94.5946 |
Ratio Avg Win / Avg Loss | 0.5993 | 0.7123 | 0.2147 | 0.6583 | 0.7038 | 0.2693 |
Largest Winning Trade | 10458 | 7145 | 10458 | 25697 | 13199 | 25697 |
Largest Losing Trade | -44044 | -9971 | -44044 | -59801 | -16894 | -59801 |
Avg Bars in Trades | 14 | 5 | 24 | 14 | 5 | 24 |
Avg Bars in Winners | 9 | 2 | 15 | 9 | 2 | 15 |
Avg Bars in Losers | 33 | 9 | 197 | 33 | 9 | 197 |
Bars Traded | 2230 | 382 | 1848 | 2230 | 382 | 1848 |
Profit Streak | 0 | 0 | 454.9363 | 0 | 0 | 454.9363 |
Trades During Streak | 0 | 0 | 34 | 0 | 0 | 34 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489653 | -230246 | -55322 | 22126 | -216649 | -69708 |
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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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