Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635687.946 | 496574.9076 | 139113.0384 | -280126.2799 | -126453.9182 | -153672.3617 |
Total P&L (%) | 635.6879 | 496.5749 | 139.113 | -280.1263 | -126.4539 | -153.6724 |
Avg Daily Profit (%) | 0.4284 | 0.3346 | 0.0937 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151961 | -142342 | -117479 | -898676 | -592049 | -407854 |
Profit Factor | 1.8343 | 2.1349 | 1.4289 | 0.8353 | 0.8652 | 0.7985 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 89 | 38 | 51 | 85 | 45 | 40 |
Losing Trades | 89 | 51 | 38 | 93 | 44 | 49 |
Profitability (%) | 50 | 42.6966 | 57.3034 | 47.7528 | 50.5618 | 44.9438 |
Ratio Avg Win / Avg Loss | 1.8343 | 2.8652 | 1.0647 | 0.9139 | 0.846 | 0.9781 |
Largest Winning Trade | 401341 | 401341 | 70273 | 392319 | 392319 | 127863 |
Largest Losing Trade | -109932 | -34550 | -109932 | -246324 | -193257 | -246324 |
Avg Bars in Trades | 16 | 18 | 13 | 16 | 18 | 13 |
Avg Bars in Winners | 18 | 21 | 15 | 14 | 15 | 13 |
Avg Bars in Losers | 13 | 15 | 10 | 17 | 20 | 13 |
Bars Traded | 2851 | 1631 | 1219 | 2851 | 1631 | 1219 |
Profit Streak | 0 | 5.1599 | 0 | 1.1599 | 0 | 16.6599 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528482 | 384020 | -66037 | -583249 | -580743 | -581248 |
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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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