Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408350.0083 | 479905.1255 | -71555.1171 | -261520.0736 | 65314.2623 | -326834.3359 |
Total P&L (%) | 408.35 | 479.9051 | -71.5551 | -261.5201 | 65.3143 | -326.8343 |
Avg Daily Profit (%) | 0.1731 | 0.2034 | -0.0303 | 0 | 0.0213 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275938 | -93580 | -371457 | -581478 | -236026 | -360230 |
Profit Factor | 1.2957 | 1.8519 | 0.9125 | 0.8242 | 1.0966 | 0.597 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 89 | 41 | 48 | 87 | 47 | 40 |
Losing Trades | 105 | 56 | 49 | 107 | 50 | 57 |
Profitability (%) | 45.8763 | 42.268 | 49.4845 | 44.8454 | 48.4536 | 41.2371 |
Ratio Avg Win / Avg Loss | 1.5286 | 2.5294 | 0.9315 | 1.0136 | 1.1666 | 0.8507 |
Largest Winning Trade | 188855 | 188855 | 47470 | 172612 | 172612 | 45654 |
Largest Losing Trade | -260676 | -48122 | -260676 | -173222 | -173222 | -110255 |
Avg Bars in Trades | 47 | 38 | 55 | 47 | 38 | 55 |
Avg Bars in Winners | 54 | 48 | 59 | 40 | 34 | 48 |
Avg Bars in Losers | 41 | 31 | 52 | 52 | 42 | 60 |
Bars Traded | 9146 | 3746 | 5400 | 9146 | 3746 | 5400 |
Profit Streak | 10.1623 | 0 | 44.1623 | 0 | 47.4123 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310722 | 283047 | -580719 | -580100 | -279352 | -584481 |
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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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