Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289552.8464 | 154441.5662 | 135111.2802 | -423770.7787 | 81197.6663 | -504968.445 |
Total P&L (%) | 289.5528 | 154.4416 | 135.1113 | -423.7708 | 81.1977 | -504.9684 |
Avg Daily Profit (%) | 0.153 | 0.0816 | 0.0714 | 0 | 0.0314 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130052 | -77979 | -156291 | -1070377 | -215651 | -951243 |
Profit Factor | 1.3922 | 1.5947 | 1.2824 | 0.8276 | 1.1118 | 0.7083 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 113 | 52 | 61 | 94 | 51 | 43 |
Losing Trades | 84 | 47 | 37 | 103 | 48 | 55 |
Profitability (%) | 57.3604 | 52.5253 | 62.2449 | 47.7157 | 51.5152 | 43.8776 |
Ratio Avg Win / Avg Loss | 1.0349 | 1.4414 | 0.7778 | 0.9068 | 1.0464 | 0.906 |
Largest Winning Trade | 41761 | 41761 | 37450 | 292345 | 132625 | 292345 |
Largest Losing Trade | -130052 | -56973 | -130052 | -654382 | -58342 | -654382 |
Avg Bars in Trades | 35 | 17 | 53 | 35 | 17 | 53 |
Avg Bars in Winners | 29 | 16 | 40 | 36 | 18 | 56 |
Avg Bars in Losers | 42 | 18 | 73 | 34 | 16 | 50 |
Bars Traded | 6939 | 1743 | 5196 | 6939 | 1743 | 5196 |
Profit Streak | 0 | 0 | 0 | 98.515 | 98.515 | 100.765 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354695 | -81782 | -97999 | -579676 | -247695 | -582891 |
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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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