Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388928.553 | 368087.65 | 20840.9029 | -98561.7597 | 417570.791 | -516132.5507 |
Total P&L (%) | 388.9286 | 368.0877 | 20.8409 | -98.5618 | 417.5708 | -516.1326 |
Avg Daily Profit (%) | 0.2056 | 0.1945 | 0.011 | -0.2239 | 0.0869 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223221 | -88436 | -175818 | -1698864 | -478128 | -1548473 |
Profit Factor | 1.3462 | 1.7069 | 1.0346 | 0.9726 | 1.3282 | 0.778 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 47.7612 | 47 | 48.5149 | 47.7612 | 47 | 48.5149 |
Ratio Avg Win / Avg Loss | 1.4724 | 1.9248 | 1.0979 | 1.0638 | 1.4977 | 0.8256 |
Largest Winning Trade | 150837 | 150837 | 53789 | 432940 | 432940 | 293012 |
Largest Losing Trade | -99593 | -34310 | -99593 | -1336025 | -217057 | -1336025 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 3694 | 2044 | 1649 | 3694 | 2044 | 1649 |
Profit Streak | 18.5334 | 0 | 20.0334 | 18.5334 | 0 | 20.0334 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326019 | 346773 | -366975 | -578089 | -77821 | -580807 |
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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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