Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320755.8066 | 243305.1296 | 77450.677 | 71144.4905 | 189537.3933 | -118392.9028 |
Total P&L (%) | 320.7558 | 243.3051 | 77.4507 | 71.1445 | 189.5374 | -118.3929 |
Avg Daily Profit (%) | 0.3125 | 0.2371 | 0.0755 | 0.0524 | 0.1036 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161626 | -108682 | -98101 | -288099 | -158183 | -199668 |
Profit Factor | 1.3172 | 1.4916 | 1.15 | 1.0443 | 1.2508 | 0.861 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 184 | 85 | 99 | 184 | 85 | 99 |
Losing Trades | 184 | 99 | 85 | 184 | 99 | 85 |
Profitability (%) | 50 | 46.1957 | 53.8043 | 50 | 46.1957 | 53.8043 |
Ratio Avg Win / Avg Loss | 1.3172 | 1.7373 | 0.9874 | 1.0443 | 1.4568 | 0.7392 |
Largest Winning Trade | 187339 | 187339 | 44369 | 231988 | 231988 | 44344 |
Largest Losing Trade | -36423 | -21714 | -36423 | -69605 | -54299 | -69605 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 41 | 35 | 46 | 41 | 35 | 46 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 12080 | 5286 | 6793 | 12080 | 5286 | 6793 |
Profit Streak | 13.5197 | 0 | 14.353 | 13.5197 | 0 | 14.353 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406714 | 342361 | -147906 | -292300 | -55633 | -579284 |
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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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