Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404380.8105 | 172187.6156 | 232193.1949 | -208939.1048 | -115212.1744 | -93726.9304 |
Total P&L (%) | 404.3808 | 172.1876 | 232.1932 | -208.9391 | -115.2122 | -93.7269 |
Avg Daily Profit (%) | 0.2738 | 0.1166 | 0.1572 | 0 | 0 | -0.1873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125823 | -80441 | -110623 | -429584 | -164815 | -302441 |
Profit Factor | 1.5625 | 1.4977 | 1.6226 | 0.7695 | 0.7097 | 0.8161 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 97 | 46 | 51 | 68 | 38 | 30 |
Losing Trades | 66 | 36 | 30 | 95 | 44 | 51 |
Profitability (%) | 59.5092 | 56.0976 | 62.963 | 41.7178 | 46.3415 | 37.037 |
Ratio Avg Win / Avg Loss | 1.0631 | 1.1721 | 0.9545 | 1.075 | 0.8218 | 1.3873 |
Largest Winning Trade | 86234 | 86234 | 42789 | 66007 | 66007 | 53371 |
Largest Losing Trade | -104873 | -35177 | -104873 | -150022 | -57346 | -150022 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 29 | 25 | 33 | 30 | 28 | 33 |
Avg Bars in Losers | 40 | 40 | 40 | 36 | 35 | 37 |
Bars Traded | 5572 | 2644 | 2927 | 5572 | 2644 | 2927 |
Profit Streak | 33.5135 | 33.5135 | 36.2635 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468768 | -39175 | -1906 | -581478 | -586658 | -596110 |
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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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