Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226395.277 | 156764.0013 | 69631.2757 | -6753.3008 | -2032.147 | -4721.1538 |
Total P&L (%) | 226.3953 | 156.764 | 69.6313 | -6.7533 | -2.0321 | -4.7212 |
Avg Daily Profit (%) | 0.2201 | 0.1524 | 0.0677 | -0.0068 | -0.002 | -0.0047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107797 | -143637 | -45111 | -102387 | -101855 | -53834 |
Profit Factor | 1.2924 | 1.3019 | 1.273 | 0.9887 | 0.9947 | 0.9784 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 50.9804 | 43.4211 | 58.4416 | 50.9804 | 43.4211 | 58.4416 |
Ratio Avg Win / Avg Loss | 1.2427 | 1.6964 | 0.9052 | 0.9507 | 1.2961 | 0.6957 |
Largest Winning Trade | 174384 | 174384 | 25132 | 47990 | 47990 | 13780 |
Largest Losing Trade | -38088 | -34840 | -38088 | -48887 | -24058 | -48887 |
Avg Bars in Trades | 38 | 57 | 19 | 38 | 57 | 19 |
Avg Bars in Winners | 41 | 66 | 23 | 41 | 66 | 23 |
Avg Bars in Losers | 34 | 50 | 13 | 34 | 50 | 13 |
Bars Traded | 5887 | 4392 | 1495 | 5887 | 4392 | 1495 |
Profit Streak | 12.417 | 0 | 18.0837 | 12.417 | 0 | 18.0837 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337518 | -43595 | -143580 | -579232 | -631127 | -620020 |
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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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