Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670607.7709 | 608647.7058 | 61960.065 | -188290.9534 | -27323.4487 | -160967.5047 |
Total P&L (%) | 670.6078 | 608.6477 | 61.9601 | -188.291 | -27.3234 | -160.9675 |
Avg Daily Profit (%) | 0.4554 | 0.4134 | 0.0421 | 0 | -0.0217 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152120 | -110739 | -78156 | -260110 | -193726 | -112032 |
Profit Factor | 1.5648 | 2.0383 | 1.1031 | 0.8106 | 0.9432 | 0.686 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 107 | 46 | 61 | 182 | 99 | 83 |
Losing Trades | 183 | 99 | 84 | 108 | 46 | 62 |
Profitability (%) | 36.8966 | 31.7241 | 42.069 | 62.7586 | 68.2759 | 57.2414 |
Ratio Avg Win / Avg Loss | 2.6763 | 4.3867 | 1.519 | 0.481 | 0.4383 | 0.5124 |
Largest Winning Trade | 534465 | 534465 | 37869 | 32635 | 29476 | 32635 |
Largest Losing Trade | -112129 | -21586 | -112129 | -112129 | -78538 | -112129 |
Avg Bars in Trades | 60 | 53 | 68 | 60 | 53 | 68 |
Avg Bars in Winners | 104 | 92 | 112 | 35 | 35 | 35 |
Avg Bars in Losers | 35 | 35 | 35 | 103 | 92 | 111 |
Bars Traded | 17601 | 7738 | 9863 | 17601 | 7738 | 9863 |
Profit Streak | 0 | 0 | 0 | 11.0876 | 11.0876 | 20.3376 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340389 | 232489 | -246522 | -576514 | -577939 | -578948 |
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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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