Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390486.9766 | 346334.9875 | 44151.9891 | -483632.995 | 280072.5585 | -763705.5535 |
Total P&L (%) | 390.487 | 346.335 | 44.152 | -483.633 | 280.0726 | -763.7056 |
Avg Daily Profit (%) | 0.1875 | 0.1663 | 0.0212 | 0 | 0.0641 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200720 | -96131 | -274037 | -826306 | -190676 | -804582 |
Profit Factor | 1.4215 | 1.9042 | 1.0812 | 0.7802 | 1.3825 | 0.4799 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 72 | 30 | 42 | 64 | 40 | 24 |
Losing Trades | 65 | 38 | 27 | 73 | 28 | 45 |
Profitability (%) | 52.5547 | 44.1176 | 60.8696 | 46.7153 | 58.8235 | 34.7826 |
Ratio Avg Win / Avg Loss | 1.2833 | 2.412 | 0.6951 | 0.89 | 0.9677 | 0.8998 |
Largest Winning Trade | 134846 | 134846 | 71009 | 142505 | 105757 | 142505 |
Largest Losing Trade | -148723 | -27607 | -148723 | -180307 | -171005 | -180307 |
Avg Bars in Trades | 180 | 139 | 220 | 180 | 139 | 220 |
Avg Bars in Winners | 238 | 176 | 283 | 131 | 109 | 169 |
Avg Bars in Losers | 115 | 110 | 122 | 222 | 183 | 246 |
Bars Traded | 24687 | 9503 | 15184 | 24687 | 9503 | 15184 |
Profit Streak | 20.1217 | 0 | 31.7883 | 0 | 76.0383 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345213 | -100797 | -398956 | -581692 | -215453 | -688653 |
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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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