Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508626.3195 | 482188.4735 | 26437.8459 | -38782.0852 | 900503.1464 | -939285.2316 |
Total P&L (%) | 508.6263 | 482.1885 | 26.4378 | -38.7821 | 900.5031 | -939.2852 |
Avg Daily Profit (%) | 0.2103 | 0.1993 | 0.0109 | -0.0203 | 0.0953 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215470 | -141916 | -194438 | -900395 | -218826 | -1200932 |
Profit Factor | 1.4714 | 1.8112 | 1.0546 | 0.9831 | 2.2008 | 0.3941 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 44.7552 | 42.2535 | 47.2222 | 44.7552 | 42.2535 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.8163 | 2.4753 | 1.1786 | 1.2136 | 3.0078 | 0.4405 |
Largest Winning Trade | 203537 | 203537 | 50779 | 379202 | 379202 | 116228 |
Largest Losing Trade | -75425 | -51414 | -75425 | -534849 | -104763 | -534849 |
Avg Bars in Trades | 99 | 110 | 88 | 99 | 110 | 88 |
Avg Bars in Winners | 132 | 150 | 117 | 132 | 150 | 117 |
Avg Bars in Losers | 72 | 81 | 62 | 72 | 81 | 62 |
Bars Traded | 14198 | 7850 | 6348 | 14198 | 7850 | 6348 |
Profit Streak | 13.1402 | 0 | 26.1402 | 13.1402 | 0 | 26.1402 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335296 | -78919 | -422157 | -580165 | -151167 | -660774 |
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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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