Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533809.6895 | 510079.6725 | 23730.017 | -197442.0944 | 32126.5851 | -229568.6795 |
Total P&L (%) | 533.8097 | 510.0797 | 23.73 | -197.4421 | 32.1266 | -229.5687 |
Avg Daily Profit (%) | 0.2765 | 0.2642 | 0.0123 | 0 | 0.0144 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143111 | -99795 | -136613 | -577471 | -253660 | -340977 |
Profit Factor | 1.6278 | 2.4717 | 1.0471 | 0.8638 | 1.0602 | 0.7494 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 97 | 46 | 51 | 103 | 55 | 48 |
Losing Trades | 105 | 55 | 50 | 99 | 46 | 53 |
Profitability (%) | 48.0198 | 45.5446 | 50.4951 | 50.9901 | 54.4554 | 47.5248 |
Ratio Avg Win / Avg Loss | 1.762 | 2.9553 | 1.0266 | 0.8302 | 0.8867 | 0.8275 |
Largest Winning Trade | 440574 | 440574 | 57114 | 171187 | 64857 | 171187 |
Largest Losing Trade | -115408 | -27049 | -115408 | -186075 | -186075 | -151369 |
Avg Bars in Trades | 37 | 29 | 44 | 37 | 29 | 44 |
Avg Bars in Winners | 42 | 24 | 58 | 29 | 31 | 27 |
Avg Bars in Losers | 32 | 34 | 30 | 45 | 27 | 60 |
Bars Traded | 7545 | 3008 | 4538 | 7545 | 3008 | 4538 |
Profit Streak | 9.4402 | 0 | 24.4402 | 0 | 109.4402 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458170 | 416063 | -349205 | -579592 | -330452 | -582025 |
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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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