Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333731.6402 | 384520.7806 | -50789.1404 | -84082.8682 | 653088.3581 | -737171.2264 |
Total P&L (%) | 333.7316 | 384.5208 | -50.7891 | -84.0829 | 653.0884 | -737.1712 |
Avg Daily Profit (%) | 0.1335 | 0.1538 | -0.0203 | -0.0735 | 0.0808 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241309 | -82252 | -339773 | -1618078 | -213787 | -1658528 |
Profit Factor | 1.2029 | 1.561 | 0.9471 | 0.9754 | 1.6416 | 0.6934 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 152 | 80 | 72 | 152 | 80 | 72 |
Losing Trades | 169 | 80 | 89 | 169 | 80 | 89 |
Profitability (%) | 47.352 | 50 | 44.7205 | 47.352 | 50 | 44.7205 |
Ratio Avg Win / Avg Loss | 1.3374 | 1.561 | 1.1707 | 1.0845 | 1.6416 | 0.8571 |
Largest Winning Trade | 94783 | 94783 | 51275 | 493058 | 177336 | 493058 |
Largest Losing Trade | -86084 | -39095 | -86084 | -693502 | -106959 | -693502 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 4856 | 2289 | 2567 | 4856 | 2289 | 2567 |
Profit Streak | 44.9709 | 55.9709 | 44.9709 | 44.9709 | 55.9709 | 44.9709 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13447 | 416099 | -580043 | -577197 | -80036 | -581709 |
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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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