Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157144.3953 | 160891.5085 | -3747.1132 | -114890.0263 | 134911.8392 | -249801.8655 |
Total P&L (%) | 157.1444 | 160.8915 | -3.7471 | -114.89 | 134.9118 | -249.8019 |
Avg Daily Profit (%) | 0.1509 | 0.1545 | -0.0036 | 0 | 0.082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168588 | -95979 | -173440 | -918686 | -568035 | -590581 |
Profit Factor | 1.1284 | 1.2691 | 0.994 | 0.9567 | 1.0995 | 0.8077 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 406 | 205 | 201 | 350 | 179 | 171 |
Losing Trades | 192 | 94 | 98 | 248 | 120 | 128 |
Profitability (%) | 67.893 | 68.5619 | 67.2241 | 58.5284 | 59.8662 | 57.1906 |
Ratio Avg Win / Avg Loss | 0.5336 | 0.5819 | 0.4846 | 0.6779 | 0.7371 | 0.6046 |
Largest Winning Trade | 33310 | 23161 | 33310 | 139831 | 139831 | 119140 |
Largest Losing Trade | -104039 | -28824 | -104039 | -388541 | -208420 | -388541 |
Avg Bars in Trades | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Winners | 27 | 27 | 28 | 35 | 35 | 36 |
Avg Bars in Losers | 70 | 69 | 70 | 48 | 47 | 49 |
Bars Traded | 24699 | 12146 | 12552 | 24699 | 12146 | 12552 |
Profit Streak | 8.0371 | 8.0371 | 15.9538 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66344 | 343772 | -575947 | -576548 | -193875 | -578837 |
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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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