Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287474.9715 | 222185.3097 | 65289.6618 | -42092.857 | 22388.6239 | -64481.4809 |
Total P&L (%) | 287.475 | 222.1853 | 65.2897 | -42.0929 | 22.3886 | -64.4815 |
Avg Daily Profit (%) | 0.2826 | 0.2184 | 0.0642 | -0.0537 | 0.0199 | -0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141893 | -125890 | -138708 | -60829 | -19797 | -60570 |
Profit Factor | 1.3613 | 1.5569 | 1.1646 | 0.7991 | 1.3067 | 0.5277 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 58.1699 | 50 | 66.2338 | 58.1699 | 50 | 66.2338 |
Ratio Avg Win / Avg Loss | 0.9789 | 1.5569 | 0.5937 | 0.5746 | 1.3067 | 0.269 |
Largest Winning Trade | 185998 | 185998 | 27891 | 26797 | 26797 | 4397 |
Largest Losing Trade | -79348 | -35861 | -79348 | -39302 | -11754 | -39302 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Losers | 42 | 48 | 32 | 42 | 48 | 32 |
Bars Traded | 5917 | 3238 | 2679 | 5917 | 3238 | 2679 |
Profit Streak | 5.5427 | 0 | 9.5427 | 5.5427 | 0 | 9.5427 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348671 | -38914 | -187579 | -578211 | -220954 | -619410 |
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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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