Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396180.2059 | 323104.3378 | 73075.8681 | -491225.5254 | -230556.7483 | -260668.7771 |
Total P&L (%) | 396.1802 | 323.1043 | 73.0759 | -491.2255 | -230.5567 | -260.6688 |
Avg Daily Profit (%) | 0.321 | 0.2618 | 0.0592 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126731 | -74860 | -151871 | -584160 | -285703 | -427318 |
Profit Factor | 1.3764 | 1.6575 | 1.1302 | 0.7415 | 0.7566 | 0.7265 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 193 | 86 | 107 | 123 | 71 | 52 |
Losing Trades | 124 | 72 | 52 | 194 | 87 | 107 |
Profitability (%) | 60.8833 | 54.4304 | 67.2956 | 38.8013 | 44.9367 | 32.7044 |
Ratio Avg Win / Avg Loss | 0.8843 | 1.3877 | 0.5493 | 1.1695 | 0.9271 | 1.495 |
Largest Winning Trade | 49212 | 49212 | 23749 | 193197 | 193197 | 189275 |
Largest Losing Trade | -126731 | -48399 | -126731 | -112769 | -60248 | -112769 |
Avg Bars in Trades | 45 | 52 | 38 | 45 | 52 | 38 |
Avg Bars in Winners | 33 | 40 | 28 | 62 | 67 | 56 |
Avg Bars in Losers | 64 | 67 | 60 | 35 | 41 | 30 |
Bars Traded | 14518 | 8353 | 6166 | 14518 | 8353 | 6166 |
Profit Streak | 15.8796 | 15.8796 | 16.2129 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435303 | 417696 | -189240 | -581808 | -582474 | -585559 |
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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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