Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640024.8005 | 619476.7132 | 20548.0873 | -145447.3949 | 147841.7934 | -293289.1883 |
Total P&L (%) | 640.0248 | 619.4767 | 20.5481 | -145.4474 | 147.8418 | -293.2892 |
Avg Daily Profit (%) | 0.2694 | 0.2607 | 0.0086 | 0 | 0.0382 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135026 | -118943 | -162365 | -537976 | -260136 | -493810 |
Profit Factor | 1.6555 | 2.13 | 1.048 | 0.8889 | 1.2586 | 0.6022 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 67 | 31 | 36 | 71 | 36 | 35 |
Losing Trades | 75 | 40 | 35 | 71 | 35 | 36 |
Profitability (%) | 47.1831 | 43.662 | 50.7042 | 50 | 50.7042 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.8532 | 2.7483 | 1.0189 | 0.8889 | 1.2236 | 0.6194 |
Largest Winning Trade | 437805 | 437805 | 58487 | 194226 | 194226 | 102223 |
Largest Losing Trade | -114202 | -52999 | -114202 | -466114 | -104707 | -466114 |
Avg Bars in Trades | 32 | 41 | 22 | 32 | 41 | 22 |
Avg Bars in Winners | 38 | 48 | 31 | 37 | 46 | 27 |
Avg Bars in Losers | 26 | 37 | 13 | 27 | 37 | 17 |
Bars Traded | 4565 | 2977 | 1588 | 4565 | 2977 | 1588 |
Profit Streak | 0 | 0 | 0 | 75.139 | 76.639 | 75.139 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397675 | -76815 | -442117 | -579436 | -228342 | -667174 |
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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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