Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438612.0337 | 299263.8874 | 139348.1464 | -182564.7305 | -79154.5815 | -103410.149 |
Total P&L (%) | 438.612 | 299.2639 | 139.3481 | -182.5647 | -79.1546 | -103.4101 |
Avg Daily Profit (%) | 0.23 | 0.1569 | 0.0731 | 0 | -0.0822 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197015 | -111401 | -150767 | -876029 | -412717 | -580853 |
Profit Factor | 1.2286 | 1.308 | 1.1472 | 0.954 | 0.9624 | 0.9445 |
Total Trades | 503 | 251 | 252 | 503 | 251 | 252 |
Winning Trades | 256 | 121 | 135 | 258 | 125 | 133 |
Losing Trades | 247 | 130 | 117 | 245 | 126 | 119 |
Profitability (%) | 50.8946 | 48.2072 | 53.5714 | 51.2922 | 49.8008 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.1854 | 1.4053 | 0.9942 | 0.906 | 0.9701 | 0.8451 |
Largest Winning Trade | 104157 | 104157 | 61108 | 134500 | 134500 | 133516 |
Largest Losing Trade | -109953 | -30570 | -109953 | -348961 | -186907 | -348961 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 11386 | 5682 | 5704 | 11386 | 5682 | 5704 |
Profit Streak | 9.0169 | 12.8503 | 9.0169 | 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 | 419872 | 300052 | -153492 | -577704 | -579820 | -579377 |
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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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