Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352196.9811 | 339722.9223 | 12474.0588 | -255799.2848 | 107947.7673 | -363747.0521 |
Total P&L (%) | 352.197 | 339.7229 | 12.4741 | -255.7993 | 107.9478 | -363.7471 |
Avg Daily Profit (%) | 0.1691 | 0.1631 | 0.006 | 0 | 0.0351 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228418 | -102903 | -307303 | -442171 | -158362 | -467711 |
Profit Factor | 1.2822 | 1.6454 | 1.0173 | 0.8339 | 1.1916 | 0.6277 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 122 | 64 | 58 | 117 | 59 | 58 |
Losing Trades | 112 | 53 | 59 | 117 | 58 | 59 |
Profitability (%) | 52.1368 | 54.7009 | 49.5727 | 50 | 50.4274 | 49.5727 |
Ratio Avg Win / Avg Loss | 1.1771 | 1.3626 | 1.0348 | 0.8339 | 1.1714 | 0.6385 |
Largest Winning Trade | 56059 | 50289 | 56059 | 71561 | 44230 | 71561 |
Largest Losing Trade | -139667 | -27423 | -139667 | -185221 | -32627 | -185221 |
Avg Bars in Trades | 104 | 80 | 128 | 104 | 80 | 128 |
Avg Bars in Winners | 116 | 79 | 157 | 95 | 88 | 101 |
Avg Bars in Losers | 91 | 80 | 100 | 114 | 71 | 155 |
Bars Traded | 24479 | 9403 | 15076 | 24479 | 9403 | 15076 |
Profit Streak | 0 | 0 | 149.9407 | 25.4407 | 71.5241 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318004 | 348349 | -474584 | -579010 | -155340 | -581187 |
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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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