Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290444.7544 | 129906.7608 | 160537.9936 | -116905.1317 | -34864.6792 | -82040.4525 |
Total P&L (%) | 290.4448 | 129.9068 | 160.538 | -116.9051 | -34.8647 | -82.0405 |
Avg Daily Profit (%) | 0.1946 | 0.087 | 0.1075 | 0 | -0.0287 | -0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174251 | -89090 | -153786 | -214902 | -54543 | -95069 |
Profit Factor | 1.2141 | 1.2079 | 1.2195 | 0.7616 | 0.8229 | 0.7205 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 209 | 95 | 114 | 179 | 99 | 80 |
Losing Trades | 181 | 100 | 81 | 211 | 96 | 115 |
Profitability (%) | 53.5897 | 48.7179 | 58.4615 | 45.8974 | 50.7692 | 41.0256 |
Ratio Avg Win / Avg Loss | 1.0515 | 1.2715 | 0.8665 | 0.8978 | 0.798 | 1.0358 |
Largest Winning Trade | 78087 | 78087 | 33520 | 101728 | 25134 | 101728 |
Largest Losing Trade | -107274 | -37026 | -107274 | -98969 | -31095 | -98969 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 36 | 32 | 39 | 55 | 54 | 57 |
Avg Bars in Losers | 55 | 53 | 57 | 36 | 32 | 40 |
Bars Traded | 17718 | 8512 | 9206 | 17718 | 8512 | 9206 |
Profit Streak | 0 | 0 | 0 | 12.833 | 12.833 | 17.083 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346964 | -77285 | -49925 | -578734 | -579131 | -580657 |
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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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