Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449777.0195 | 474460.6601 | -24683.6406 | -105619.3478 | -17246.2125 | -88373.1353 |
Total P&L (%) | 449.777 | 474.4607 | -24.6836 | -105.6193 | -17.2462 | -88.3731 |
Avg Daily Profit (%) | 0.216 | 0.2278 | -0.0119 | 0 | -0.0091 | -0.1033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195182 | -99588 | -288946 | -124670 | -38784 | -101070 |
Profit Factor | 1.3187 | 1.6728 | 0.965 | 0.6144 | 0.8638 | 0.3998 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 112 | 50 | 62 | 115 | 62 | 53 |
Losing Trades | 126 | 69 | 57 | 123 | 57 | 66 |
Profitability (%) | 47.0588 | 42.0168 | 52.1008 | 48.3193 | 52.1008 | 44.5378 |
Ratio Avg Win / Avg Loss | 1.4836 | 2.3085 | 0.8872 | 0.6571 | 0.7942 | 0.4979 |
Largest Winning Trade | 317399 | 317399 | 36332 | 33526 | 33526 | 15744 |
Largest Losing Trade | -104783 | -47594 | -104783 | -44049 | -28957 | -44049 |
Avg Bars in Trades | 103 | 103 | 102 | 103 | 103 | 102 |
Avg Bars in Winners | 127 | 133 | 122 | 86 | 89 | 83 |
Avg Bars in Losers | 81 | 81 | 81 | 118 | 118 | 118 |
Bars Traded | 24532 | 12302 | 12230 | 24532 | 12302 | 12230 |
Profit Streak | 27.78 | 27.78 | 33.6134 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326467 | 296131 | -580202 | -580186 | -580743 | -583140 |
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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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