Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365003.9491 | 355104.312 | 9899.6372 | -107257.0676 | -8777.0024 | -98480.0652 |
Total P&L (%) | 365.0039 | 355.1043 | 9.8996 | -107.2571 | -8.777 | -98.4801 |
Avg Daily Profit (%) | 0.1552 | 0.151 | 0.0042 | 0 | -0.0039 | -0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -323714 | -128133 | -376897 | -234204 | -115296 | -209742 |
Profit Factor | 1.1778 | 1.3885 | 1.0087 | 0.8733 | 0.9784 | 0.7762 |
Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Winning Trades | 305 | 150 | 155 | 232 | 122 | 110 |
Losing Trades | 201 | 103 | 98 | 274 | 131 | 143 |
Profitability (%) | 60.2767 | 59.2885 | 61.2648 | 45.8498 | 48.2213 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.7762 | 0.9534 | 0.6378 | 1.0314 | 1.0506 | 1.009 |
Largest Winning Trade | 54066 | 54066 | 44362 | 45963 | 30208 | 45963 |
Largest Losing Trade | -106918 | -53455 | -106918 | -114650 | -114650 | -35378 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 6 | 6 | 7 | 10 | 10 | 9 |
Avg Bars in Losers | 12 | 13 | 12 | 8 | 7 | 9 |
Bars Traded | 4701 | 2341 | 2360 | 4701 | 2341 | 2360 |
Profit Streak | 0 | 0 | 14.0166 | 12.0166 | 12.5166 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15165 | 302762 | -562505 | -577180 | -578141 | -580601 |
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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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