Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421347.3465 | 381543.9875 | 39803.3589 | -175810.4353 | 178254.5807 | -354065.016 |
Total P&L (%) | 421.3473 | 381.544 | 39.8034 | -175.8104 | 178.2546 | -354.065 |
Avg Daily Profit (%) | 0.1683 | 0.1524 | 0.0159 | 0 | 0.0409 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158327 | -95795 | -156295 | -1711472 | -938990 | -1897392 |
Profit Factor | 1.356 | 1.7144 | 1.0613 | 0.97 | 1.0726 | 0.896 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 99 | 49 | 50 | 104 | 55 | 49 |
Losing Trades | 95 | 48 | 47 | 90 | 42 | 48 |
Profitability (%) | 51.0309 | 50.5155 | 51.5464 | 53.6082 | 56.701 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.3012 | 1.6794 | 0.9976 | 0.8394 | 0.8191 | 0.8778 |
Largest Winning Trade | 156565 | 156565 | 51231 | 443830 | 443830 | 405289 |
Largest Losing Trade | -111313 | -33816 | -111313 | -1418448 | -338715 | -1418448 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 4949 | 2468 | 2481 | 4949 | 2468 | 2481 |
Profit Streak | 0 | 0 | 0 | 42.795 | 81.295 | 42.795 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331314 | 378438 | -328444 | -577594 | -278396 | -580176 |
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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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