Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467453.6861 | 220392.9915 | 247060.6946 | -271974.4696 | 177131.2725 | -449105.7422 |
Total P&L (%) | 467.4537 | 220.393 | 247.0607 | -271.9745 | 177.1313 | -449.1057 |
Avg Daily Profit (%) | 0.2822 | 0.1331 | 0.1492 | 0 | 0.0616 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135745 | -66708 | -109927 | -775912 | -171950 | -746948 |
Profit Factor | 1.5238 | 1.5254 | 1.5225 | 0.861 | 1.2574 | 0.646 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 115 | 53 | 62 | 79 | 44 | 35 |
Losing Trades | 77 | 43 | 34 | 113 | 52 | 61 |
Profitability (%) | 59.8958 | 55.2083 | 64.5833 | 41.1458 | 45.8333 | 36.4583 |
Ratio Avg Win / Avg Loss | 1.0203 | 1.2376 | 0.8349 | 1.2316 | 1.486 | 1.126 |
Largest Winning Trade | 76473 | 76473 | 43377 | 214567 | 128022 | 214567 |
Largest Losing Trade | -109793 | -59814 | -109793 | -439170 | -59281 | -439170 |
Avg Bars in Trades | 25 | 30 | 20 | 25 | 30 | 20 |
Avg Bars in Winners | 21 | 25 | 18 | 31 | 38 | 23 |
Avg Bars in Losers | 30 | 35 | 23 | 20 | 22 | 18 |
Bars Traded | 4858 | 2887 | 1971 | 4858 | 2887 | 1971 |
Profit Streak | 6.54 | 0 | 40.8733 | 0 | 12.8733 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469118 | -13553 | 342238 | -581271 | -112210 | -584397 |
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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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