Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234954.875 | 318261.7265 | -83306.8516 | -103909.1476 | 249391.0182 | -353300.1659 |
Total P&L (%) | 234.9549 | 318.2617 | -83.3069 | -103.9091 | 249.391 | -353.3002 |
Avg Daily Profit (%) | 0.1263 | 0.171 | -0.0448 | 0 | 0.0673 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -346974 | -162630 | -335526 | -1551093 | -761162 | -1271756 |
Profit Factor | 1.1087 | 1.346 | 0.9329 | 0.9811 | 1.1046 | 0.8863 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 283 | 138 | 145 | 265 | 132 | 133 |
Losing Trades | 163 | 85 | 78 | 181 | 91 | 90 |
Profitability (%) | 63.4529 | 61.8834 | 65.0224 | 59.417 | 59.1928 | 59.6413 |
Ratio Avg Win / Avg Loss | 0.6386 | 0.829 | 0.5018 | 0.6701 | 0.7615 | 0.5997 |
Largest Winning Trade | 47068 | 47068 | 25027 | 296790 | 296790 | 258254 |
Largest Losing Trade | -122990 | -41580 | -122990 | -1004616 | -234974 | -1004616 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 10 | 10 | 10 | 12 | 11 | 12 |
Avg Bars in Losers | 25 | 27 | 24 | 22 | 24 | 20 |
Bars Traded | 7195 | 3762 | 3433 | 7195 | 3762 | 3433 |
Profit Streak | 16.0847 | 28.5847 | 16.0847 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121625 | 325501 | -577364 | -576948 | -208216 | -578638 |
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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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