Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471222.9904 | 472769.4792 | -1546.4888 | -203405.2415 | 86625.1941 | -290030.4356 |
Total P&L (%) | 471.223 | 472.7695 | -1.5465 | -203.4052 | 86.6252 | -290.0304 |
Avg Daily Profit (%) | 0.2442 | 0.245 | -0.0008 | 0 | 0.0323 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212770 | -75611 | -303146 | -309099 | -33743 | -300903 |
Profit Factor | 1.327 | 1.8292 | 0.9982 | 0.7359 | 1.4011 | 0.4765 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 164 | 70 | 94 | 122 | 72 | 50 |
Losing Trades | 117 | 70 | 47 | 159 | 68 | 91 |
Profitability (%) | 58.363 | 50 | 66.6667 | 43.4164 | 51.4286 | 35.461 |
Ratio Avg Win / Avg Loss | 0.9467 | 1.8292 | 0.4991 | 0.959 | 1.3232 | 0.8673 |
Largest Winning Trade | 122808 | 122808 | 55200 | 42708 | 42708 | 40267 |
Largest Losing Trade | -192887 | -27023 | -192887 | -193173 | -18940 | -193173 |
Avg Bars in Trades | 81 | 74 | 88 | 81 | 74 | 88 |
Avg Bars in Winners | 72 | 59 | 81 | 87 | 80 | 96 |
Avg Bars in Losers | 95 | 88 | 104 | 77 | 67 | 84 |
Bars Traded | 22939 | 10414 | 12525 | 22939 | 10414 | 12525 |
Profit Streak | 5.2372 | 0 | 28.8205 | 0 | 25.9872 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354492 | 406549 | -577791 | -581868 | -148443 | -586612 |
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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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