Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369190.2979 | 348195.7959 | 20994.502 | -395933.4803 | -128290.6491 | -267642.8312 |
Total P&L (%) | 369.1903 | 348.1958 | 20.9945 | -395.9335 | -128.2906 | -267.6428 |
Avg Daily Profit (%) | 0.1955 | 0.1844 | 0.0111 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132438 | -67830 | -88119 | -416590 | -146723 | -217497 |
Profit Factor | 1.4037 | 1.76 | 1.046 | 0.701 | 0.8106 | 0.5861 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 76 | 30 | 46 | 77 | 47 | 30 |
Losing Trades | 79 | 48 | 31 | 78 | 31 | 47 |
Profitability (%) | 49.0323 | 38.4615 | 59.7403 | 49.6774 | 60.2564 | 38.961 |
Ratio Avg Win / Avg Loss | 1.4591 | 2.816 | 0.7049 | 0.7101 | 0.5347 | 0.9182 |
Largest Winning Trade | 117581 | 117581 | 39996 | 71914 | 55913 | 71914 |
Largest Losing Trade | -132438 | -45178 | -132438 | -118503 | -111320 | -118503 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 23 |
Avg Bars in Losers | 23 | 24 | 23 | 24 | 23 | 24 |
Bars Traded | 3754 | 1887 | 1867 | 3754 | 1887 | 1867 |
Profit Streak | 22.3603 | 34.3603 | 0 | 0 | 0 | 46.8603 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344254 | -27300 | -395925 | -579813 | -613351 | -626192 |
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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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