Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240573.1996 | 244375.648 | -3802.4484 | -270692.6235 | 138969.5249 | -409662.1485 |
Total P&L (%) | 240.5732 | 244.3756 | -3.8024 | -270.6926 | 138.9695 | -409.6621 |
Avg Daily Profit (%) | 0.1984 | 0.2015 | -0.0031 | 0 | 0.0719 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135686 | -88214 | -162094 | -509367 | -102341 | -493123 |
Profit Factor | 1.2592 | 1.5576 | 0.9922 | 0.8137 | 1.2418 | 0.5337 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 131 | 64 | 67 | 117 | 61 | 56 |
Losing Trades | 106 | 54 | 52 | 120 | 57 | 63 |
Profitability (%) | 55.2743 | 54.2373 | 56.3025 | 49.3671 | 51.6949 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.0189 | 1.3142 | 0.7701 | 0.8346 | 1.1604 | 0.6004 |
Largest Winning Trade | 64315 | 64315 | 32510 | 76304 | 76304 | 52417 |
Largest Losing Trade | -123550 | -38776 | -123550 | -389128 | -66600 | -389128 |
Avg Bars in Trades | 15 | 16 | 13 | 15 | 16 | 13 |
Avg Bars in Winners | 11 | 11 | 11 | 15 | 17 | 13 |
Avg Bars in Losers | 19 | 21 | 17 | 14 | 14 | 13 |
Bars Traded | 3566 | 1908 | 1658 | 3566 | 1908 | 1658 |
Profit Streak | 9.1905 | 19.1905 | 9.1905 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387238 | 375742 | -579254 | -579506 | -97002 | -581882 |
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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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