Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224714.6946 | 155760.4433 | 68954.2513 | -640801.5317 | -246651.742 | -394149.7897 |
Total P&L (%) | 224.7147 | 155.7604 | 68.9543 | -640.8015 | -246.6517 | -394.1498 |
Avg Daily Profit (%) | 0.1816 | 0.1259 | 0.0557 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168326 | -52214 | -136817 | -709701 | -290030 | -472671 |
Profit Factor | 1.4869 | 1.794 | 1.2598 | 0.5849 | 0.6683 | 0.5074 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 127 | 63 | 64 | 33 | 17 | 16 |
Losing Trades | 25 | 13 | 12 | 119 | 59 | 60 |
Profitability (%) | 83.5526 | 82.8947 | 84.2105 | 21.7105 | 22.3684 | 21.0526 |
Ratio Avg Win / Avg Loss | 0.2927 | 0.3702 | 0.2362 | 2.1091 | 2.3193 | 1.9027 |
Largest Winning Trade | 19530 | 19530 | 15727 | 226483 | 226483 | 119335 |
Largest Losing Trade | -136817 | -50527 | -136817 | -156551 | -47257 | -156551 |
Avg Bars in Trades | 22 | 25 | 18 | 22 | 25 | 18 |
Avg Bars in Winners | 11 | 12 | 10 | 46 | 55 | 37 |
Avg Bars in Losers | 77 | 91 | 62 | 15 | 17 | 13 |
Bars Traded | 3385 | 1946 | 1439 | 3385 | 1946 | 1439 |
Profit Streak | 26.6484 | 26.6484 | 26.9818 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515692 | -67573 | -163447 | -621238 | -668593 | -674393 |
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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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