Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360374.7762 | 207870.5489 | 152504.2273 | -158313.461 | -15501.2378 | -142812.2232 |
Total P&L (%) | 360.3748 | 207.8705 | 152.5042 | -158.3135 | -15.5012 | -142.8122 |
Avg Daily Profit (%) | 0.348 | 0.2007 | 0.1473 | 0 | -0.0163 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102408 | -95490 | -102408 | -160716 | -37346 | -131328 |
Profit Factor | 1.5949 | 1.67 | 1.5161 | 0.2667 | 0.7419 | 0.0836 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 85 | 39 | 46 | 59 | 33 | 26 |
Losing Trades | 60 | 33 | 27 | 86 | 39 | 47 |
Profitability (%) | 58.6207 | 54.1667 | 63.0137 | 40.6897 | 45.8333 | 35.6164 |
Ratio Avg Win / Avg Loss | 1.1258 | 1.4131 | 0.8899 | 0.3887 | 0.8768 | 0.1511 |
Largest Winning Trade | 54231 | 54231 | 26378 | 18998 | 18998 | 2750 |
Largest Losing Trade | -102408 | -37846 | -102408 | -98566 | -14132 | -98566 |
Avg Bars in Trades | 28 | 38 | 18 | 28 | 38 | 18 |
Avg Bars in Winners | 25 | 37 | 14 | 32 | 40 | 21 |
Avg Bars in Losers | 32 | 38 | 24 | 25 | 35 | 16 |
Bars Traded | 4096 | 2742 | 1354 | 4096 | 2742 | 1354 |
Profit Streak | 0 | 0 | 0 | 20.3874 | 27.8874 | 20.3874 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451846 | -68960 | -66416 | -582676 | -660845 | -657220 |
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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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