Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398255.173 | 393529.202 | 4725.971 | -118664.88 | 190291.4446 | -308956.3245 |
Total P&L (%) | 398.2552 | 393.5292 | 4.726 | -118.6649 | 190.2914 | -308.9563 |
Avg Daily Profit (%) | 0.2147 | 0.2121 | 0.0025 | 0 | 0.0575 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185126 | -96484 | -227019 | -784207 | -367712 | -616602 |
Profit Factor | 1.2625 | 1.6438 | 1.0052 | 0.949 | 1.1936 | 0.7702 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 123 | 60 | 63 | 115 | 58 | 57 |
Losing Trades | 106 | 54 | 52 | 114 | 56 | 58 |
Profitability (%) | 53.7118 | 52.6316 | 54.7826 | 50.2183 | 50.8772 | 49.5652 |
Ratio Avg Win / Avg Loss | 1.088 | 1.4794 | 0.8297 | 0.9408 | 1.1524 | 0.7837 |
Largest Winning Trade | 72953 | 72953 | 59446 | 179258 | 179258 | 104869 |
Largest Losing Trade | -117469 | -37661 | -117469 | -236859 | -173654 | -236859 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3648 | 1821 | 1827 | 3648 | 1821 | 1827 |
Profit Streak | 29.5043 | 29.5043 | 69.0043 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396881 | 382843 | -569560 | -579273 | -123652 | -580917 |
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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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