Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249060.5235 | 134387.5734 | 114672.9501 | -446690.3841 | -113215.5743 | -333474.8098 |
Total P&L (%) | 249.0605 | 134.3876 | 114.673 | -446.6904 | -113.2156 | -333.4748 |
Avg Daily Profit (%) | 0.2231 | 0.1204 | 0.1027 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162324 | -54379 | -136039 | -1018563 | -468177 | -649561 |
Profit Factor | 1.3762 | 1.4958 | 1.2933 | 0.796 | 0.8783 | 0.7352 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 97 | 48 | 49 | 82 | 44 | 38 |
Losing Trades | 71 | 36 | 35 | 86 | 40 | 46 |
Profitability (%) | 57.7381 | 57.1429 | 58.3333 | 48.8095 | 52.381 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.0073 | 1.1219 | 0.9238 | 0.8348 | 0.7985 | 0.89 |
Largest Winning Trade | 40392 | 29743 | 40392 | 127333 | 100517 | 127333 |
Largest Losing Trade | -124000 | -28846 | -124000 | -269943 | -102416 | -269943 |
Avg Bars in Trades | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Winners | 35 | 24 | 46 | 33 | 32 | 33 |
Avg Bars in Losers | 38 | 53 | 23 | 40 | 41 | 39 |
Bars Traded | 6207 | 3116 | 3091 | 6207 | 3116 | 3091 |
Profit Streak | 0 | 0 | 0 | 52.9693 | 73.3026 | 52.9693 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369041 | -30442 | -56734 | -578952 | -579374 | -582396 |
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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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