Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382934.2239 | 360656.0659 | 22278.158 | -421763.0538 | 186597.0554 | -608360.1092 |
Total P&L (%) | 382.9342 | 360.6561 | 22.2782 | -421.7631 | 186.5971 | -608.3601 |
Avg Daily Profit (%) | 0.1621 | 0.1527 | 0.0094 | 0 | 0.0446 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173486 | -116056 | -263338 | -1119666 | -370191 | -871070 |
Profit Factor | 1.3041 | 1.698 | 1.03 | 0.8773 | 1.1378 | 0.7081 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 121 | 57 | 64 | 128 | 66 | 62 |
Losing Trades | 118 | 63 | 55 | 111 | 54 | 57 |
Profitability (%) | 50.6276 | 47.5 | 53.7815 | 53.5565 | 55 | 52.1008 |
Ratio Avg Win / Avg Loss | 1.2718 | 1.8768 | 0.8852 | 0.7608 | 0.931 | 0.651 |
Largest Winning Trade | 92427 | 92427 | 60675 | 234610 | 126316 | 234610 |
Largest Losing Trade | -151241 | -26250 | -151241 | -543553 | -112766 | -543553 |
Avg Bars in Trades | 38 | 26 | 51 | 38 | 26 | 51 |
Avg Bars in Winners | 49 | 30 | 67 | 29 | 24 | 33 |
Avg Bars in Losers | 27 | 23 | 33 | 50 | 28 | 70 |
Bars Traded | 9269 | 3163 | 6106 | 9269 | 3163 | 6106 |
Profit Streak | 0 | 0 | 0 | 41.0333 | 86.2833 | 41.0333 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314574 | 342151 | -374537 | -577527 | -201834 | -579756 |
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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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