Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101182.952 | 168942.1838 | -67759.2317 | -115991.3344 | 30240.7211 | -146232.0555 |
Total P&L (%) | 101.183 | 168.9422 | -67.7592 | -115.9913 | 30.2407 | -146.2321 |
Avg Daily Profit (%) | 0.0971 | 0.1622 | -0.065 | 0 | 0.0254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243371 | -59858 | -247231 | -360698 | -110521 | -297231 |
Profit Factor | 1.0738 | 1.2916 | 0.9143 | 0.8665 | 1.1014 | 0.7437 |
Total Trades | 463 | 232 | 231 | 463 | 232 | 231 |
Winning Trades | 255 | 129 | 126 | 232 | 114 | 118 |
Losing Trades | 208 | 103 | 105 | 231 | 118 | 113 |
Profitability (%) | 55.0756 | 55.6034 | 54.5455 | 50.108 | 49.1379 | 51.0823 |
Ratio Avg Win / Avg Loss | 0.8759 | 1.0312 | 0.7619 | 0.8628 | 1.1401 | 0.7122 |
Largest Winning Trade | 40454 | 40454 | 28971 | 61604 | 32663 | 61604 |
Largest Losing Trade | -121544 | -20908 | -121544 | -177524 | -26086 | -177524 |
Avg Bars in Trades | 53 | 41 | 64 | 53 | 41 | 64 |
Avg Bars in Winners | 49 | 36 | 62 | 55 | 42 | 66 |
Avg Bars in Losers | 57 | 48 | 66 | 51 | 40 | 62 |
Bars Traded | 24605 | 9662 | 14943 | 24605 | 9662 | 14943 |
Profit Streak | 6.7432 | 8.3682 | 0 | 0 | 0 | 8.4516 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -200491 | 337935 | -579535 | -578344 | -270725 | -579312 |
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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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