Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260588.9737 | 270155.9385 | -9566.9648 | -104773.8914 | 118565.8852 | -223339.7766 |
Total P&L (%) | 260.589 | 270.1559 | -9.567 | -104.7739 | 118.5659 | -223.3398 |
Avg Daily Profit (%) | 0.1632 | 0.1692 | -0.006 | 0 | 0.049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194422 | -147576 | -144861 | -190636 | -9447 | -203950 |
Profit Factor | 1.1663 | 1.3798 | 0.9888 | 0.625 | 5.3764 | 0.1149 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 185 | 88 | 97 | 171 | 93 | 78 |
Losing Trades | 170 | 89 | 81 | 184 | 84 | 100 |
Profitability (%) | 52.1127 | 49.7175 | 54.4944 | 48.169 | 52.5424 | 43.8202 |
Ratio Avg Win / Avg Loss | 1.0718 | 1.3955 | 0.8257 | 0.6726 | 4.8561 | 0.1473 |
Largest Winning Trade | 86596 | 86596 | 34184 | 84458 | 84458 | 2891 |
Largest Losing Trade | -102423 | -35117 | -102423 | -183122 | -2840 | -183122 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4569 | 2277 | 2292 | 4569 | 2277 | 2292 |
Profit Streak | 7.3594 | 0 | 20.0261 | 0 | 16.0261 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27159 | 304875 | -578476 | -579356 | -117588 | -582249 |
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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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