Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356688.7355 | 241856.4288 | 114832.3067 | -169696.984 | 311867.2261 | -481564.2101 |
Total P&L (%) | 356.6887 | 241.8564 | 114.8323 | -169.697 | 311.8672 | -481.5642 |
Avg Daily Profit (%) | 0.2512 | 0.1704 | 0.0809 | 0 | 0.0998 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108605 | -55916 | -108605 | -605272 | -100128 | -707402 |
Profit Factor | 1.359 | 1.5207 | 1.217 | 0.9168 | 1.476 | 0.6523 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 169 | 72 | 97 | 159 | 68 | 91 |
Losing Trades | 122 | 73 | 49 | 132 | 77 | 55 |
Profitability (%) | 58.0756 | 49.6552 | 66.4384 | 54.6392 | 46.8966 | 62.3288 |
Ratio Avg Win / Avg Loss | 0.981 | 1.5418 | 0.6148 | 0.7611 | 1.6714 | 0.3942 |
Largest Winning Trade | 63451 | 63451 | 28467 | 111903 | 111903 | 79334 |
Largest Losing Trade | -108605 | -32398 | -108605 | -452827 | -60487 | -452827 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 23 | 24 | 21 | 25 | 28 | 22 |
Avg Bars in Losers | 36 | 38 | 33 | 33 | 34 | 30 |
Bars Traded | 8378 | 4603 | 3775 | 8378 | 4603 | 3775 |
Profit Streak | 9.8763 | 0 | 13.0429 | 0 | 19.5429 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372501 | 345854 | -84197 | -578376 | -58344 | -579069 |
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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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