Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283823.1288 | 57555.9141 | 226267.2147 | -43684.883 | 101283.9119 | -144968.7949 |
Total P&L (%) | 283.8231 | 57.5559 | 226.2672 | -43.6849 | 101.2839 | -144.9688 |
Avg Daily Profit (%) | 0.1866 | 0.0378 | 0.1487 | -0.0377 | 0.046 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150303 | -18478 | -151848 | -772191 | -72846 | -796595 |
Profit Factor | 1.5043 | 1.4492 | 1.5205 | 0.9697 | 1.4466 | 0.8806 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 62.7586 | 56.1644 | 69.4444 | 62.7586 | 56.1644 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.8927 | 1.1311 | 0.669 | 0.5754 | 1.129 | 0.3875 |
Largest Winning Trade | 49048 | 15329 | 49048 | 136555 | 38205 | 136555 |
Largest Losing Trade | -85282 | -12765 | -85282 | -648351 | -60150 | -648351 |
Avg Bars in Trades | 121 | 20 | 223 | 121 | 20 | 223 |
Avg Bars in Winners | 111 | 19 | 187 | 111 | 19 | 187 |
Avg Bars in Losers | 138 | 22 | 306 | 138 | 22 | 306 |
Bars Traded | 17608 | 1506 | 16102 | 17608 | 1506 | 16102 |
Profit Streak | 0 | 0 | 64.3049 | 0 | 0 | 64.3049 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331546 | -212794 | -70814 | -578740 | -201099 | -656878 |
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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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