Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377040.4578 | 427885.9224 | -50845.4646 | -103937.675 | 1329232.7992 | -1433170.4742 |
Total P&L (%) | 377.0405 | 427.8859 | -50.8455 | -103.9377 | 1329.2328 | -1433.1705 |
Avg Daily Profit (%) | 0.1556 | 0.1766 | -0.021 | 0 | 0.1098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247637 | -74800 | -271728 | -1356679 | -352412 | -1643044 |
Profit Factor | 1.3427 | 2.0765 | 0.9276 | 0.9556 | 3.7512 | 0.2295 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 74 | 34 | 40 | 70 | 38 | 32 |
Losing Trades | 75 | 40 | 35 | 79 | 36 | 43 |
Profitability (%) | 49.6644 | 45.9459 | 53.3333 | 46.9799 | 51.3514 | 42.6667 |
Ratio Avg Win / Avg Loss | 1.3608 | 2.4429 | 0.8117 | 1.0785 | 3.5538 | 0.3083 |
Largest Winning Trade | 175071 | 175071 | 55772 | 718812 | 718812 | 113857 |
Largest Losing Trade | -127107 | -38875 | -127107 | -761396 | -352412 | -761396 |
Avg Bars in Trades | 94 | 89 | 98 | 94 | 89 | 98 |
Avg Bars in Winners | 106 | 103 | 108 | 100 | 100 | 101 |
Avg Bars in Losers | 82 | 77 | 87 | 88 | 77 | 97 |
Bars Traded | 14023 | 6600 | 7424 | 14023 | 6600 | 7424 |
Profit Streak | 16.0094 | 0 | 19.8428 | 0 | 28.3428 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303399 | -54666 | -636747 | -579891 | -102832 | -640587 |
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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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