Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649260.7228 | 450900.0411 | 198360.6817 | -1263557.3968 | -275503.5409 | -988053.8559 |
Total P&L (%) | 649.2607 | 450.9 | 198.3607 | -1263.5574 | -275.5035 | -988.0539 |
Avg Daily Profit (%) | 0.3424 | 0.2378 | 0.1046 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177838 | -72204 | -186935 | -1575975 | -658956 | -1153699 |
Profit Factor | 1.7012 | 2.1116 | 1.3812 | 0.6553 | 0.8313 | 0.5138 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 161 | 81 | 80 | 111 | 59 | 52 |
Losing Trades | 109 | 54 | 55 | 159 | 76 | 83 |
Profitability (%) | 59.6296 | 60 | 59.2593 | 41.1111 | 43.7037 | 38.5185 |
Ratio Avg Win / Avg Loss | 1.1517 | 1.4078 | 0.9496 | 0.9386 | 1.0709 | 0.8201 |
Largest Winning Trade | 72462 | 72462 | 42670 | 261964 | 142075 | 261964 |
Largest Losing Trade | -111180 | -35444 | -111180 | -304856 | -304856 | -248733 |
Avg Bars in Trades | 40 | 43 | 38 | 40 | 43 | 38 |
Avg Bars in Winners | 38 | 41 | 35 | 43 | 49 | 36 |
Avg Bars in Losers | 43 | 46 | 41 | 38 | 38 | 39 |
Bars Traded | 11018 | 5881 | 5137 | 11018 | 5881 | 5137 |
Profit Streak | 0 | 10.9351 | 0 | 8.7684 | 0 | 11.2684 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505006 | 453290 | -53407 | -582152 | -581756 | -584347 |
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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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