Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252854.9319 | 198588.1703 | 54266.7616 | -318846.7529 | 160154.051 | -479000.8039 |
Total P&L (%) | 252.8549 | 198.5882 | 54.2668 | -318.8468 | 160.1541 | -479.0008 |
Avg Daily Profit (%) | 0.2482 | 0.1949 | 0.0533 | 0 | 0.0939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242890 | -159989 | -142214 | -1969266 | -1082385 | -1259220 |
Profit Factor | 1.2535 | 1.4325 | 1.1008 | 0.9442 | 1.0621 | 0.847 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 106 | 48 | 58 | 98 | 51 | 47 |
Losing Trades | 88 | 49 | 39 | 96 | 46 | 50 |
Profitability (%) | 54.6392 | 49.4845 | 59.7938 | 50.5155 | 52.5773 | 48.4536 |
Ratio Avg Win / Avg Loss | 1.0406 | 1.4624 | 0.7402 | 0.9249 | 0.958 | 0.901 |
Largest Winning Trade | 82730 | 82730 | 29230 | 300169 | 300169 | 185029 |
Largest Losing Trade | -138208 | -28521 | -138208 | -435085 | -180800 | -435085 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 2965 | 1487 | 1478 | 2965 | 1487 | 1478 |
Profit Streak | 6.6719 | 0 | 32.3386 | 0 | 17.0053 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374955 | 297125 | -231463 | -579417 | -220592 | -581396 |
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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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