Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334946.9957 | 222173.6331 | 112773.3626 | -265887.9121 | -19830.917 | -246056.9951 |
Total P&L (%) | 334.947 | 222.1736 | 112.7734 | -265.8879 | -19.8309 | -246.057 |
Avg Daily Profit (%) | 0.1918 | 0.1272 | 0.0646 | 0 | -0.0127 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257407 | -93363 | -156614 | -456068 | -207992 | -275744 |
Profit Factor | 1.2825 | 1.4377 | 1.1663 | 0.784 | 0.9616 | 0.6561 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 157 | 75 | 82 | 106 | 59 | 47 |
Losing Trades | 106 | 57 | 49 | 157 | 73 | 84 |
Profitability (%) | 59.6958 | 56.8182 | 62.5954 | 40.3042 | 44.697 | 35.8779 |
Ratio Avg Win / Avg Loss | 0.8659 | 1.0927 | 0.6969 | 1.1613 | 1.1897 | 1.1726 |
Largest Winning Trade | 45601 | 45601 | 33253 | 110225 | 44726 | 110225 |
Largest Losing Trade | -132653 | -45954 | -132653 | -151750 | -61306 | -151750 |
Avg Bars in Trades | 77 | 56 | 99 | 77 | 56 | 99 |
Avg Bars in Winners | 68 | 42 | 92 | 89 | 73 | 110 |
Avg Bars in Losers | 91 | 74 | 111 | 69 | 42 | 93 |
Bars Traded | 20478 | 7435 | 13043 | 20478 | 7435 | 13043 |
Profit Streak | 0 | 0 | 0 | 81.0023 | 81.0023 | 90.3356 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305761 | -21610 | -144588 | -580000 | -580010 | -583449 |
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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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