Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540540.2694 | 441858.979 | 98681.2905 | -788972.4916 | 52262.5949 | -841235.0864 |
Total P&L (%) | 540.5403 | 441.859 | 98.6813 | -788.9725 | 52.2626 | -841.2351 |
Avg Daily Profit (%) | 0.2777 | 0.227 | 0.0507 | 0 | 0.0216 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172874 | -81178 | -150707 | -912289 | -319967 | -828535 |
Profit Factor | 1.7021 | 2.2251 | 1.2412 | 0.7024 | 1.0499 | 0.4758 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 77 | 32 | 45 | 67 | 41 | 26 |
Losing Trades | 67 | 40 | 27 | 77 | 31 | 46 |
Profitability (%) | 53.4722 | 44.4444 | 62.5 | 46.5278 | 56.9444 | 36.1111 |
Ratio Avg Win / Avg Loss | 1.4811 | 2.7814 | 0.7447 | 0.8072 | 0.7939 | 0.8417 |
Largest Winning Trade | 128352 | 128352 | 54163 | 123214 | 98186 | 123214 |
Largest Losing Trade | -118243 | -50873 | -118243 | -196785 | -196785 | -164394 |
Avg Bars in Trades | 53 | 45 | 60 | 53 | 45 | 60 |
Avg Bars in Winners | 65 | 65 | 66 | 43 | 34 | 57 |
Avg Bars in Losers | 38 | 29 | 52 | 62 | 60 | 63 |
Bars Traded | 7668 | 3284 | 4384 | 7668 | 3284 | 4384 |
Profit Streak | 19.0195 | 0 | 55.5195 | 0 | 39.5195 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439464 | -69531 | -203301 | -581747 | -410165 | -665637 |
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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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