Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302655.8286 | 365964.0654 | -63308.2368 | -336726.9994 | 125185.4498 | -461912.4492 |
Total P&L (%) | 302.6558 | 365.9641 | -63.3082 | -336.727 | 125.1855 | -461.9124 |
Avg Daily Profit (%) | 0.1287 | 0.1556 | -0.0269 | 0 | 0.0345 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262309 | -72483 | -425310 | -601387 | -175475 | -618497 |
Profit Factor | 1.1748 | 1.6455 | 0.9456 | 0.8745 | 1.1395 | 0.7413 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 169 | 84 | 85 | 129 | 68 | 61 |
Losing Trades | 116 | 58 | 58 | 156 | 74 | 82 |
Profitability (%) | 59.2982 | 59.1549 | 59.4406 | 45.2632 | 47.8873 | 42.6573 |
Ratio Avg Win / Avg Loss | 0.8064 | 1.1362 | 0.6452 | 1.0575 | 1.2401 | 0.9965 |
Largest Winning Trade | 95159 | 95159 | 36944 | 125853 | 58462 | 125853 |
Largest Losing Trade | -236782 | -27503 | -236782 | -220996 | -41891 | -220996 |
Avg Bars in Trades | 32 | 24 | 39 | 32 | 24 | 39 |
Avg Bars in Winners | 27 | 19 | 36 | 33 | 28 | 39 |
Avg Bars in Losers | 38 | 32 | 44 | 31 | 21 | 40 |
Bars Traded | 9207 | 3520 | 5687 | 9207 | 3520 | 5687 |
Profit Streak | 4.1997 | 0 | 12.9497 | 0 | 51.9497 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48395 | 379202 | -579120 | -579462 | -213569 | -583808 |
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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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