Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456828.7145 | 415217.0339 | 41611.6807 | -528598.1069 | 93661.0859 | -622259.1928 |
Total P&L (%) | 456.8287 | 415.217 | 41.6117 | -528.5981 | 93.6611 | -622.2592 |
Avg Daily Profit (%) | 0.1947 | 0.177 | 0.0177 | 0 | 0.0282 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192855 | -49544 | -273550 | -1172165 | -315018 | -950713 |
Profit Factor | 1.4396 | 1.9124 | 1.0712 | 0.8269 | 1.0724 | 0.6463 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 113 | 58 | 55 | 84 | 46 | 38 |
Losing Trades | 84 | 41 | 43 | 113 | 53 | 60 |
Profitability (%) | 57.3604 | 58.5859 | 56.1224 | 42.6396 | 46.4646 | 38.7755 |
Ratio Avg Win / Avg Loss | 1.0701 | 1.3519 | 0.8375 | 1.1124 | 1.2356 | 1.0205 |
Largest Winning Trade | 71418 | 71418 | 69413 | 229533 | 157491 | 229533 |
Largest Losing Trade | -127967 | -44960 | -127967 | -203120 | -203120 | -148457 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 20 | 17 | 23 | 28 | 26 | 31 |
Avg Bars in Losers | 28 | 27 | 28 | 19 | 17 | 22 |
Bars Traded | 4638 | 2133 | 2505 | 4638 | 2133 | 2505 |
Profit Streak | 0 | 0 | 0 | 32.4228 | 37.9228 | 32.4228 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387933 | 397609 | -314292 | -579211 | -296552 | -582950 |
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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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