Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260308.37 | 195120.847 | 65187.523 | -235029.1035 | -37692.0079 | -197337.0956 |
Total P&L (%) | 260.3084 | 195.1208 | 65.1875 | -235.0291 | -37.692 | -197.3371 |
Avg Daily Profit (%) | 0.2499 | 0.1873 | 0.0626 | 0 | -0.0454 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108848 | -59115 | -108848 | -384011 | -81255 | -337814 |
Profit Factor | 1.408 | 1.7003 | 1.1813 | 0.7215 | 0.8945 | 0.5945 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 201 | 100 | 101 | 59 | 30 | 29 |
Losing Trades | 53 | 27 | 26 | 195 | 97 | 98 |
Profitability (%) | 79.1339 | 78.7402 | 79.5276 | 23.2283 | 23.622 | 22.8346 |
Ratio Avg Win / Avg Loss | 0.3713 | 0.4591 | 0.3041 | 2.3846 | 2.8922 | 2.0089 |
Largest Winning Trade | 16237 | 16237 | 12105 | 89864 | 64924 | 89864 |
Largest Losing Trade | -108848 | -35882 | -108848 | -142738 | -18715 | -142738 |
Avg Bars in Trades | 96 | 107 | 85 | 96 | 107 | 85 |
Avg Bars in Winners | 47 | 49 | 45 | 247 | 294 | 199 |
Avg Bars in Losers | 283 | 322 | 244 | 51 | 50 | 52 |
Bars Traded | 24599 | 13689 | 10910 | 24599 | 13689 | 10910 |
Profit Streak | 18.9277 | 18.9277 | 34.9693 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496786 | 461104 | -127069 | -614294 | -614105 | -617575 |
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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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