Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265907.2393 | 314770.2351 | -48862.9959 | -131051.2641 | 86349.323 | -217400.5872 |
Total P&L (%) | 265.9072 | 314.7702 | -48.863 | -131.0513 | 86.3493 | -217.4006 |
Avg Daily Profit (%) | 0.1413 | 0.1673 | -0.026 | 0 | 0.0331 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164299 | -118931 | -127380 | -265032 | -54810 | -239894 |
Profit Factor | 1.1744 | 1.3988 | 0.9336 | 0.8339 | 1.269 | 0.5356 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 157 | 76 | 81 | 174 | 89 | 85 |
Losing Trades | 175 | 90 | 85 | 158 | 77 | 81 |
Profitability (%) | 47.2892 | 45.7831 | 48.7952 | 52.4096 | 53.6145 | 51.2048 |
Ratio Avg Win / Avg Loss | 1.309 | 1.6565 | 0.9797 | 0.7573 | 1.0979 | 0.5104 |
Largest Winning Trade | 86448 | 86448 | 36413 | 49560 | 49560 | 19727 |
Largest Losing Trade | -116833 | -32126 | -116833 | -186840 | -31350 | -186840 |
Avg Bars in Trades | 66 | 74 | 59 | 66 | 74 | 59 |
Avg Bars in Winners | 82 | 94 | 71 | 56 | 63 | 49 |
Avg Bars in Losers | 52 | 57 | 47 | 78 | 87 | 69 |
Bars Traded | 22238 | 12411 | 9828 | 22238 | 12411 | 9828 |
Profit Streak | 18.3365 | 19.5032 | 0 | 0 | 0 | 21.1699 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31875 | 301387 | -580932 | -578729 | -148024 | -579756 |
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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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