Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260291.9249 | 75783.2952 | 184508.6297 | -148623.7094 | -44825.4194 | -103798.29 |
Total P&L (%) | 260.2919 | 75.7833 | 184.5086 | -148.6237 | -44.8254 | -103.7983 |
Avg Daily Profit (%) | 0.1619 | 0.0471 | 0.1148 | 0 | -0.037 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138973 | -86422 | -151551 | -413097 | -105796 | -366117 |
Profit Factor | 1.2692 | 1.1608 | 1.3724 | 0.8835 | 0.9154 | 0.861 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 104 | 46 | 58 | 112 | 55 | 57 |
Losing Trades | 111 | 61 | 50 | 103 | 52 | 51 |
Profitability (%) | 48.3721 | 42.9907 | 53.7037 | 52.093 | 51.4019 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3546 | 1.5393 | 1.1831 | 0.8125 | 0.8654 | 0.7704 |
Largest Winning Trade | 59231 | 59231 | 27782 | 53793 | 53793 | 49664 |
Largest Losing Trade | -107226 | -48600 | -107226 | -229135 | -61095 | -229135 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 15 | 14 | 16 | 13 | 13 | 13 |
Avg Bars in Losers | 14 | 15 | 12 | 15 | 16 | 14 |
Bars Traded | 3156 | 1597 | 1559 | 3156 | 1597 | 1559 |
Profit Streak | 12.6468 | 0 | 15.6468 | 0 | 22.1468 | 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 | 308700 | -175249 | -38168 | -579103 | -579543 | -580406 |
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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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