Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93878.5498 | 289728.9589 | -195850.409 | 12345.3749 | 442036.2534 | -429690.8785 |
Total P&L (%) | 93.8786 | 289.729 | -195.8504 | 12.3454 | 442.0363 | -429.6909 |
Avg Daily Profit (%) | 0.05 | 0.1542 | -0.1043 | 0.0062 | 0.09 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276396 | -157480 | -258575 | -4264425 | -3473533 | -3193088 |
Profit Factor | 1.0547 | 1.4358 | 0.8138 | 1.0006 | 1.0433 | 0.9582 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 195 | 97 | 98 | 181 | 94 | 87 |
Losing Trades | 177 | 89 | 88 | 191 | 92 | 99 |
Profitability (%) | 52.4194 | 52.1505 | 52.6882 | 48.6559 | 50.5376 | 46.7742 |
Ratio Avg Win / Avg Loss | 0.9573 | 1.3174 | 0.7307 | 1.0559 | 1.0211 | 1.0904 |
Largest Winning Trade | 46413 | 46413 | 46052 | 1957618 | 1460363 | 1957618 |
Largest Losing Trade | -223982 | -47489 | -223982 | -681027 | -681027 | -598297 |
Avg Bars in Trades | 29 | 32 | 25 | 29 | 32 | 25 |
Avg Bars in Winners | 24 | 26 | 22 | 32 | 39 | 25 |
Avg Bars in Losers | 34 | 38 | 29 | 25 | 24 | 26 |
Bars Traded | 10810 | 6020 | 4790 | 10810 | 6020 | 4790 |
Profit Streak | 14.4541 | 14.4541 | 15.6208 | 14.4541 | 14.4541 | 15.6208 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -284587 | 339570 | -579152 | -494442 | -244573 | -579088 |
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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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