Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323627.3485 | 327371.0013 | -3743.6527 | -153569.4582 | -49371.0438 | -104198.4144 |
Total P&L (%) | 323.6273 | 327.371 | -3.7437 | -153.5695 | -49.371 | -104.1984 |
Avg Daily Profit (%) | 0.1719 | 0.1739 | -0.002 | 0 | -0.0362 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186752 | -117388 | -134247 | -639059 | -284459 | -354599 |
Profit Factor | 1.3597 | 1.8443 | 0.9927 | 0.8771 | 0.9106 | 0.8506 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 71 | 32 | 39 | 80 | 46 | 34 |
Losing Trades | 80 | 44 | 36 | 71 | 30 | 41 |
Profitability (%) | 47.0199 | 42.1053 | 52 | 52.9801 | 60.5263 | 45.3333 |
Ratio Avg Win / Avg Loss | 1.5321 | 2.5359 | 0.9163 | 0.7784 | 0.5939 | 1.0257 |
Largest Winning Trade | 272354 | 272354 | 48520 | 151662 | 91589 | 151662 |
Largest Losing Trade | -119070 | -34434 | -119070 | -175822 | -93638 | -175822 |
Avg Bars in Trades | 72 | 47 | 96 | 72 | 47 | 96 |
Avg Bars in Winners | 80 | 50 | 105 | 59 | 46 | 77 |
Avg Bars in Losers | 64 | 46 | 86 | 85 | 49 | 112 |
Bars Traded | 10875 | 3641 | 7234 | 10875 | 3641 | 7234 |
Profit Streak | 0 | 0 | 0 | 45.6306 | 70.6306 | 45.6306 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308645 | -41630 | -637476 | -578181 | -627625 | -637327 |
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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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