Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316397.921 | 217614.2801 | 98783.6409 | -371992.8702 | -5744.8483 | -366248.0219 |
Total P&L (%) | 316.3979 | 217.6143 | 98.7836 | -371.9929 | -5.7448 | -366.248 |
Avg Daily Profit (%) | 0.1652 | 0.1136 | 0.0516 | 0 | -0.0031 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171828 | -93061 | -165666 | -1300922 | -451761 | -1047292 |
Profit Factor | 1.2742 | 1.4138 | 1.1573 | 0.9097 | 0.9969 | 0.8369 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 186 | 91 | 95 | 73 | 38 | 35 |
Losing Trades | 64 | 34 | 30 | 177 | 87 | 90 |
Profitability (%) | 74.4 | 72.8 | 76 | 29.2 | 30.4 | 28 |
Ratio Avg Win / Avg Loss | 0.4384 | 0.5282 | 0.3654 | 2.2057 | 2.2825 | 2.152 |
Largest Winning Trade | 59137 | 59137 | 39308 | 442501 | 305869 | 442501 |
Largest Losing Trade | -165666 | -47695 | -165666 | -341176 | -133669 | -341176 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 8 | 7 | 9 | 27 | 28 | 26 |
Avg Bars in Losers | 33 | 33 | 33 | 9 | 8 | 10 |
Bars Traded | 3712 | 1796 | 1916 | 3712 | 1796 | 1916 |
Profit Streak | 74.6828 | 104.6828 | 74.6828 | 0 | 0 | 0 |
Trades During Streak | 15 | 8 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434034 | -37381 | -167985 | -587718 | -585567 | -594537 |
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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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