Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350684.9733 | 321495.4189 | 29189.5544 | -452316.9622 | -207372.6168 | -244944.3454 |
Total P&L (%) | 350.685 | 321.4954 | 29.1896 | -452.317 | -207.3726 | -244.9443 |
Avg Daily Profit (%) | 0.2372 | 0.2175 | 0.0197 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -277755 | -146815 | -258894 | -1885570 | -1139894 | -1522626 |
Profit Factor | 1.3251 | 1.5541 | 1.0586 | 0.9169 | 0.9312 | 0.8994 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 109 | 46 | 63 | 113 | 53 | 60 |
Losing Trades | 110 | 63 | 47 | 106 | 56 | 50 |
Profitability (%) | 49.7717 | 42.2018 | 57.2727 | 51.5982 | 48.6239 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3373 | 2.1284 | 0.7897 | 0.8601 | 0.9839 | 0.7495 |
Largest Winning Trade | 319878 | 319878 | 32112 | 401444 | 401444 | 244447 |
Largest Losing Trade | -195796 | -68218 | -195796 | -818851 | -818851 | -654477 |
Avg Bars in Trades | 79 | 98 | 60 | 79 | 98 | 60 |
Avg Bars in Winners | 74 | 92 | 62 | 73 | 95 | 54 |
Avg Bars in Losers | 84 | 103 | 58 | 85 | 101 | 67 |
Bars Traded | 17426 | 10753 | 6673 | 17426 | 10753 | 6673 |
Profit Streak | 8.6813 | 0 | 28.2646 | 0 | 17.6813 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356544 | 259974 | -325748 | -579424 | -581010 | -580450 |
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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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