Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369754.4195 | 499208.9615 | -129454.5421 | -103058.0987 | 149427.9266 | -252486.0254 |
Total P&L (%) | 369.7544 | 499.209 | -129.4545 | -103.0581 | 149.4279 | -252.486 |
Avg Daily Profit (%) | 0.1593 | 0.2151 | -0.0558 | 0 | 0.0394 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169428 | -139816 | -377089 | -288507 | -37314 | -358703 |
Profit Factor | 1.2797 | 1.8885 | 0.8297 | 0.8268 | 2.216 | 0.4651 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 91 | 42 | 49 | 103 | 57 | 46 |
Losing Trades | 102 | 54 | 48 | 90 | 39 | 51 |
Profitability (%) | 47.1503 | 43.75 | 50.5155 | 53.3679 | 59.375 | 47.4227 |
Ratio Avg Win / Avg Loss | 1.4344 | 2.4281 | 0.8128 | 0.7224 | 1.5162 | 0.5157 |
Largest Winning Trade | 188182 | 188182 | 65509 | 78337 | 39019 | 78337 |
Largest Losing Trade | -105501 | -62364 | -105501 | -111141 | -22871 | -111141 |
Avg Bars in Trades | 46 | 49 | 42 | 46 | 49 | 42 |
Avg Bars in Winners | 61 | 66 | 56 | 40 | 46 | 32 |
Avg Bars in Losers | 32 | 36 | 28 | 52 | 55 | 51 |
Bars Traded | 8909 | 4796 | 4113 | 8909 | 4796 | 4113 |
Profit Streak | 0 | 0 | 0 | 37.3314 | 72.0814 | 37.3314 |
Trades During Streak | 0 | 0 | 0 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256872 | 309827 | -581006 | -577825 | -133735 | -581086 |
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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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