Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272508.5123 | 275624.8011 | -3116.2888 | -9759.7545 | 59033.5339 | -68793.2884 |
Total P&L (%) | 272.5085 | 275.6248 | -3.1163 | -9.7598 | 59.0335 | -68.7933 |
Avg Daily Profit (%) | 0.2186 | 0.2211 | -0.0025 | -0.0082 | 0.0372 | -0.0934 |
Buy And Hold Return (%) | 13.6305 | 13.6305 | 13.6305 | 13.6305 | 13.6305 | 13.6305 |
Max Trade Drawdown | -120803 | -74444 | -183314 | -226880 | -58943 | -209886 |
Profit Factor | 1.3675 | 2.1027 | 0.9937 | 0.9823 | 1.3334 | 0.8168 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 99 | 49 | 50 | 91 | 46 | 45 |
Losing Trades | 49 | 25 | 24 | 57 | 28 | 29 |
Profitability (%) | 66.8919 | 66.2162 | 67.5676 | 61.4865 | 62.1622 | 60.8108 |
Ratio Avg Win / Avg Loss | 0.6768 | 1.0728 | 0.477 | 0.6153 | 0.8116 | 0.5264 |
Largest Winning Trade | 50115 | 50115 | 26060 | 85779 | 29158 | 85779 |
Largest Losing Trade | -119068 | -38397 | -119068 | -177696 | -41616 | -177696 |
Avg Bars in Trades | 96 | 100 | 92 | 96 | 100 | 92 |
Avg Bars in Winners | 62 | 67 | 58 | 77 | 79 | 76 |
Avg Bars in Losers | 165 | 167 | 164 | 127 | 137 | 118 |
Bars Traded | 14335 | 7473 | 6862 | 14335 | 7473 | 6862 |
Profit Streak | 0 | 0 | 20.3536 | 0 | 0 | 20.3536 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330862 | -51389 | -642126 | -578897 | -209094 | -643002 |
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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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