Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609039.5917 | 449326.6024 | 159712.9893 | -803807.265 | -246194.9458 | -557612.3192 |
Total P&L (%) | 609.0396 | 449.3266 | 159.713 | -803.8073 | -246.1949 | -557.6123 |
Avg Daily Profit (%) | 0.3235 | 0.2387 | 0.0848 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144252 | -65882 | -176163 | -836196 | -482077 | -544788 |
Profit Factor | 1.5914 | 2.0099 | 1.2731 | 0.718 | 0.8268 | 0.6097 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 99 | 45 | 54 | 103 | 56 | 47 |
Losing Trades | 107 | 58 | 49 | 103 | 47 | 56 |
Profitability (%) | 48.0583 | 43.6893 | 52.4272 | 50 | 54.3689 | 45.6311 |
Ratio Avg Win / Avg Loss | 1.72 | 2.5906 | 1.1552 | 0.718 | 0.6939 | 0.7264 |
Largest Winning Trade | 97920 | 97920 | 49054 | 120258 | 120258 | 98094 |
Largest Losing Trade | -109307 | -21005 | -109307 | -147849 | -147849 | -106852 |
Avg Bars in Trades | 54 | 55 | 52 | 54 | 55 | 52 |
Avg Bars in Winners | 61 | 68 | 56 | 46 | 47 | 46 |
Avg Bars in Losers | 46 | 45 | 48 | 61 | 65 | 57 |
Bars Traded | 11139 | 5727 | 5412 | 11139 | 5727 | 5412 |
Profit Streak | 7.191 | 0 | 17.5244 | 0 | 12.191 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470693 | 325338 | -78663 | -579699 | -579871 | -582756 |
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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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