Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224102.3152 | 205620.4898 | 18481.8255 | -852342.1648 | -371994.6278 | -480347.537 |
Total P&L (%) | 224.1023 | 205.6205 | 18.4818 | -852.3422 | -371.9946 | -480.3475 |
Avg Daily Profit (%) | 0.2166 | 0.1988 | 0.0179 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208290 | -62815 | -200123 | -1007302 | -486305 | -650948 |
Profit Factor | 1.2359 | 1.5918 | 1.0307 | 0.5719 | 0.5773 | 0.5675 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 81 | 39 | 42 | 77 | 39 | 38 |
Losing Trades | 64 | 33 | 31 | 68 | 33 | 35 |
Profitability (%) | 55.8621 | 54.1667 | 57.5342 | 53.1034 | 54.1667 | 52.0548 |
Ratio Avg Win / Avg Loss | 0.9765 | 1.3469 | 0.7607 | 0.505 | 0.4885 | 0.5227 |
Largest Winning Trade | 88017 | 88017 | 37512 | 122390 | 80480 | 122390 |
Largest Losing Trade | -200123 | -30597 | -200123 | -429541 | -245632 | -429541 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 4120 | 2046 | 2074 | 4120 | 2046 | 2074 |
Profit Streak | 30.0675 | 37.3175 | 30.0675 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313603 | -67895 | -434760 | -579714 | -659140 | -652191 |
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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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