Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306766.226 | 104481.468 | 202284.758 | -204213.8445 | -33214.6937 | -170999.1508 |
Total P&L (%) | 306.7662 | 104.4815 | 202.2848 | -204.2138 | -33.2147 | -170.9992 |
Avg Daily Profit (%) | 0.1842 | 0.0627 | 0.1214 | 0 | -0.0242 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162903 | -128367 | -132223 | -299992 | -71804 | -234823 |
Profit Factor | 1.2896 | 1.2282 | 1.3362 | 0.7204 | 0.872 | 0.6369 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 184 | 86 | 98 | 140 | 75 | 65 |
Losing Trades | 138 | 75 | 63 | 182 | 86 | 96 |
Profitability (%) | 57.1429 | 53.4161 | 60.8696 | 43.4783 | 46.5839 | 40.3727 |
Ratio Avg Win / Avg Loss | 0.9672 | 1.0711 | 0.859 | 0.9365 | 0.9999 | 0.9407 |
Largest Winning Trade | 42283 | 28781 | 42283 | 43450 | 26669 | 43450 |
Largest Losing Trade | -115664 | -38174 | -115664 | -145901 | -37160 | -145901 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 25 | 22 | 28 | 34 | 32 | 37 |
Avg Bars in Losers | 36 | 33 | 40 | 27 | 23 | 30 |
Bars Traded | 9783 | 4450 | 5333 | 9783 | 4450 | 5333 |
Profit Streak | 0 | 0 | 0 | 13.2591 | 17.2591 | 13.2591 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304153 | -108525 | -30561 | -580551 | -580971 | -583628 |
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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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