Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409942.7086 | 345964.6915 | 63978.0171 | -194235.5409 | 560996.0142 | -755231.5551 |
Total P&L (%) | 409.9427 | 345.9647 | 63.978 | -194.2355 | 560.996 | -755.2316 |
Avg Daily Profit (%) | 0.2155 | 0.1819 | 0.0336 | 0 | 0.0993 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217908 | -107928 | -285362 | -753328 | -77093 | -971185 |
Profit Factor | 1.436 | 1.849 | 1.1201 | 0.8792 | 2.4153 | 0.3764 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 80 | 44 | 36 | 81 | 44 | 37 |
Losing Trades | 81 | 37 | 44 | 80 | 37 | 43 |
Profitability (%) | 49.6894 | 54.321 | 45 | 50.3106 | 54.321 | 46.25 |
Ratio Avg Win / Avg Loss | 1.4539 | 1.5548 | 1.369 | 0.8683 | 2.0311 | 0.4375 |
Largest Winning Trade | 126641 | 126641 | 66385 | 218387 | 218387 | 149059 |
Largest Losing Trade | -111720 | -39041 | -111720 | -643159 | -48972 | -643159 |
Avg Bars in Trades | 34 | 23 | 45 | 34 | 23 | 45 |
Avg Bars in Winners | 38 | 22 | 59 | 34 | 26 | 43 |
Avg Bars in Losers | 30 | 25 | 33 | 34 | 20 | 46 |
Bars Traded | 5531 | 1924 | 3607 | 5531 | 1924 | 3607 |
Profit Streak | 0 | 0 | 0 | 503.6983 | 503.6983 | 540.6983 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338081 | -145 | -258195 | -578934 | -65889 | -600735 |
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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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