Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270884.0679 | 237744.9565 | 33139.1113 | -347094.8577 | -295172.8589 | -51921.9988 |
Total P&L (%) | 270.8841 | 237.745 | 33.1391 | -347.0949 | -295.1729 | -51.922 |
Avg Daily Profit (%) | 0.184 | 0.1615 | 0.0225 | 0 | 0 | -0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184779 | -90670 | -190631 | -1003642 | -763099 | -376488 |
Profit Factor | 1.2691 | 1.5881 | 1.055 | 0.8802 | 0.8091 | 0.9616 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 83 | 39 | 44 | 76 | 40 | 36 |
Losing Trades | 79 | 42 | 37 | 86 | 41 | 45 |
Profitability (%) | 51.2346 | 48.1481 | 54.321 | 46.9136 | 49.3827 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.2079 | 1.7102 | 0.8872 | 0.996 | 0.8293 | 1.202 |
Largest Winning Trade | 87119 | 87119 | 67815 | 317535 | 223599 | 317535 |
Largest Losing Trade | -155479 | -25947 | -155479 | -408706 | -408706 | -131088 |
Avg Bars in Trades | 107 | 73 | 141 | 107 | 73 | 141 |
Avg Bars in Winners | 127 | 69 | 179 | 88 | 79 | 99 |
Avg Bars in Losers | 86 | 78 | 96 | 124 | 68 | 175 |
Bars Traded | 17456 | 5988 | 11468 | 17456 | 5988 | 11468 |
Profit Streak | 0 | 0 | 0 | 63.2313 | 63.2313 | 89.898 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301956 | -2431 | -338715 | -579574 | -591588 | -591825 |
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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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