Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370025.7268 | 411752.7022 | -41726.9754 | -100728.6334 | -294921.1423 | 194192.5089 |
Total P&L (%) | 370.0257 | 411.7527 | -41.727 | -100.7286 | -294.9211 | 194.1925 |
Avg Daily Profit (%) | 0.1872 | 0.2083 | -0.0211 | 0 | 0 | 0.0546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236644 | -126951 | -171668 | -1586549 | -1148702 | -621897 |
Profit Factor | 1.3076 | 1.6409 | 0.9255 | 0.9745 | 0.8751 | 1.1227 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 90 | 42 | 48 | 93 | 44 | 49 |
Losing Trades | 101 | 54 | 47 | 98 | 52 | 46 |
Profitability (%) | 47.1204 | 43.75 | 50.5263 | 48.6911 | 45.8333 | 51.5789 |
Ratio Avg Win / Avg Loss | 1.4674 | 2.1098 | 0.9063 | 1.0269 | 1.0343 | 1.054 |
Largest Winning Trade | 202338 | 202338 | 80108 | 704678 | 588708 | 704678 |
Largest Losing Trade | -100449 | -40361 | -100449 | -433103 | -292804 | -433103 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 35 | 31 | 40 | 34 | 33 | 35 |
Avg Bars in Losers | 23 | 23 | 24 | 24 | 21 | 28 |
Bars Traded | 5650 | 2576 | 3074 | 5650 | 2576 | 3074 |
Profit Streak | 0 | 0 | 0 | 501.9343 | 501.9343 | 506.2676 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280793 | 300539 | -581010 | -577382 | -580167 | -205069 |
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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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