Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341291.603 | 317661.9732 | 23629.6298 | -704859.6729 | -252331.8092 | -452527.8637 |
Total P&L (%) | 341.2916 | 317.662 | 23.6296 | -704.8597 | -252.3318 | -452.5279 |
Avg Daily Profit (%) | 0.2765 | 0.2574 | 0.0191 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137209 | -71588 | -137209 | -830332 | -463721 | -530875 |
Profit Factor | 1.4492 | 2.0771 | 1.0508 | 0.7287 | 0.7845 | 0.6829 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 116 | 59 | 57 | 68 | 33 | 35 |
Losing Trades | 65 | 31 | 34 | 113 | 57 | 56 |
Profitability (%) | 64.0884 | 65.5556 | 62.6374 | 37.5691 | 36.6667 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.812 | 1.0914 | 0.6268 | 1.2109 | 1.3551 | 1.0927 |
Largest Winning Trade | 43264 | 43264 | 38535 | 268517 | 268517 | 179377 |
Largest Losing Trade | -137209 | -41386 | -137209 | -249068 | -84465 | -249068 |
Avg Bars in Trades | 39 | 42 | 35 | 39 | 42 | 35 |
Avg Bars in Winners | 30 | 31 | 30 | 52 | 63 | 42 |
Avg Bars in Losers | 54 | 65 | 44 | 31 | 31 | 31 |
Bars Traded | 7092 | 3851 | 3241 | 7092 | 3851 | 3241 |
Profit Streak | 15.5597 | 15.5597 | 36.8931 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427101 | 486404 | -334989 | -582997 | -584610 | -583909 |
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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) |
---|