Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415421.9548 | 367165.684 | 48256.2708 | -123720.7534 | 97280.1612 | -221000.9146 |
Total P&L (%) | 415.422 | 367.1657 | 48.2563 | -123.7208 | 97.2802 | -221.0009 |
Avg Daily Profit (%) | 0.1755 | 0.1551 | 0.0204 | 0 | 0.0287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234738 | -85247 | -279636 | -278069 | -76058 | -277474 |
Profit Factor | 1.4281 | 1.8811 | 1.0872 | 0.7813 | 1.5497 | 0.4315 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 66 | 28 | 38 | 67 | 40 | 27 |
Losing Trades | 75 | 43 | 32 | 74 | 31 | 43 |
Profitability (%) | 46.8085 | 39.4366 | 54.2857 | 47.5177 | 56.338 | 38.5714 |
Ratio Avg Win / Avg Loss | 1.6228 | 2.8888 | 0.9155 | 0.8629 | 1.201 | 0.6872 |
Largest Winning Trade | 109455 | 109455 | 65276 | 104683 | 104683 | 52038 |
Largest Losing Trade | -105773 | -27907 | -105773 | -86628 | -43697 | -86628 |
Avg Bars in Trades | 65 | 52 | 79 | 65 | 52 | 79 |
Avg Bars in Winners | 90 | 69 | 106 | 58 | 45 | 77 |
Avg Bars in Losers | 43 | 40 | 47 | 72 | 60 | 81 |
Bars Traded | 9281 | 3697 | 5584 | 9281 | 3697 | 5584 |
Profit Streak | 0 | 0 | 0 | 56.7438 | 72.4938 | 56.7438 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306772 | -80258 | -387061 | -579970 | -237813 | -679119 |
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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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