Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248310.2859 | 75504.232 | 172806.0539 | 203265.0724 | -27116.9753 | 230382.0477 |
Total P&L (%) | 248.3103 | 75.5042 | 172.8061 | 203.2651 | -27.117 | 230.382 |
Avg Daily Profit (%) | 0.2388 | 0.0726 | 0.1662 | 0.1068 | -0.0304 | 0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108519 | -105377 | -42140 | -345782 | -259584 | -177938 |
Profit Factor | 1.3951 | 1.2164 | 1.6182 | 1.1236 | 0.9691 | 1.3006 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 56.2092 | 49.3506 | 63.1579 | 56.2092 | 49.3506 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.0869 | 1.2484 | 0.9439 | 0.8754 | 0.9946 | 0.7587 |
Largest Winning Trade | 50914 | 50790 | 50914 | 157086 | 157086 | 108242 |
Largest Losing Trade | -32256 | -32256 | -26307 | -136806 | -114584 | -136806 |
Avg Bars in Trades | 77 | 59 | 96 | 77 | 59 | 96 |
Avg Bars in Winners | 78 | 65 | 88 | 78 | 65 | 88 |
Avg Bars in Losers | 76 | 52 | 109 | 76 | 52 | 109 |
Bars Traded | 11856 | 4547 | 7309 | 11856 | 4547 | 7309 |
Profit Streak | 0 | 0 | 17.4101 | 0 | 0 | 17.4101 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368096 | -138613 | -39288 | -135047 | -622988 | -87939 |
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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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