Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166996.0627 | 312003.8182 | -145007.7555 | -111299.0987 | 88486.1451 | -199785.2438 |
Total P&L (%) | 166.9961 | 312.0038 | -145.0078 | -111.2991 | 88.4861 | -199.7852 |
Avg Daily Profit (%) | 0.09 | 0.1682 | -0.0782 | 0 | 0.0342 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179907 | -110296 | -222467 | -402827 | -131707 | -366528 |
Profit Factor | 1.0616 | 1.2501 | 0.901 | 0.9372 | 1.1147 | 0.8001 |
Total Trades | 860 | 430 | 430 | 860 | 430 | 430 |
Winning Trades | 540 | 267 | 273 | 330 | 173 | 157 |
Losing Trades | 320 | 163 | 157 | 530 | 257 | 273 |
Profitability (%) | 62.7907 | 62.093 | 63.4884 | 38.3721 | 40.2326 | 36.5116 |
Ratio Avg Win / Avg Loss | 0.6291 | 0.7632 | 0.5182 | 1.5051 | 1.656 | 1.3913 |
Largest Winning Trade | 89076 | 89076 | 20330 | 100215 | 94654 | 100215 |
Largest Losing Trade | -154185 | -48587 | -154185 | -179456 | -32035 | -179456 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 7 | 6 | 2 | 2 | 2 |
Bars Traded | 3609 | 1859 | 1749 | 3609 | 1859 | 1749 |
Profit Streak | 14.3051 | 30.8051 | 14.3051 | 0 | 0 | 0 |
Trades During Streak | 4 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -218849 | 380484 | -575984 | -577752 | -242291 | -582387 |
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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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