Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267673.8058 | 104591.8969 | 163081.909 | -635870.832 | -288616.7081 | -347254.1239 |
Total P&L (%) | 267.6738 | 104.5919 | 163.0819 | -635.8708 | -288.6167 | -347.2541 |
Avg Daily Profit (%) | 0.2409 | 0.0941 | 0.1467 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151510 | -54040 | -128465 | -961230 | -378483 | -652366 |
Profit Factor | 1.5675 | 1.5047 | 1.6168 | 0.5985 | 0.5818 | 0.6113 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 138 | 65 | 73 | 108 | 53 | 55 |
Losing Trades | 94 | 51 | 43 | 124 | 63 | 61 |
Profitability (%) | 59.4828 | 56.0345 | 62.931 | 46.5517 | 45.6897 | 47.4138 |
Ratio Avg Win / Avg Loss | 1.0677 | 1.1806 | 0.9523 | 0.6871 | 0.6916 | 0.678 |
Largest Winning Trade | 25371 | 25371 | 19778 | 41676 | 33177 | 41676 |
Largest Losing Trade | -118619 | -17822 | -118619 | -280746 | -74197 | -280746 |
Avg Bars in Trades | 56 | 57 | 54 | 56 | 57 | 54 |
Avg Bars in Winners | 52 | 51 | 52 | 60 | 59 | 62 |
Avg Bars in Losers | 62 | 64 | 59 | 52 | 56 | 47 |
Bars Traded | 13055 | 6682 | 6373 | 13055 | 6682 | 6373 |
Profit Streak | 0 | 0 | 0 | 11.9742 | 49.5575 | 11.9742 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436766 | -65449 | 164412 | -579818 | -581283 | -581405 |
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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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