Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401201.7039 | 361179.5447 | 40022.1592 | -134437.8532 | 241654.0233 | -376091.8765 |
Total P&L (%) | 401.2017 | 361.1795 | 40.0222 | -134.4379 | 241.654 | -376.0919 |
Avg Daily Profit (%) | 0.1686 | 0.1518 | 0.0168 | 0 | 0.0516 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174449 | -108500 | -210182 | -614250 | -117680 | -619780 |
Profit Factor | 1.2579 | 1.5247 | 1.0461 | 0.9269 | 1.3356 | 0.6639 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 175 | 89 | 86 | 181 | 92 | 89 |
Losing Trades | 184 | 90 | 94 | 178 | 87 | 91 |
Profitability (%) | 48.7465 | 49.7207 | 47.7778 | 50.4178 | 51.3966 | 49.4444 |
Ratio Avg Win / Avg Loss | 1.3226 | 1.5419 | 1.1435 | 0.9115 | 1.263 | 0.6789 |
Largest Winning Trade | 61965 | 61965 | 50021 | 116808 | 95236 | 116808 |
Largest Losing Trade | -103802 | -32961 | -103802 | -251750 | -49130 | -251750 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 14 | 13 | 16 | 12 | 11 | 13 |
Avg Bars in Losers | 11 | 10 | 11 | 13 | 13 | 14 |
Bars Traded | 4675 | 2162 | 2513 | 4675 | 2162 | 2513 |
Profit Streak | 19.686 | 41.686 | 19.686 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356801 | 407355 | -342022 | -578569 | -122816 | -580329 |
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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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