Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220380.2879 | 274302.555 | -53922.2671 | -100298.1741 | 34159.0947 | -134457.2688 |
Total P&L (%) | 220.3803 | 274.3026 | -53.9223 | -100.2982 | 34.1591 | -134.4573 |
Avg Daily Profit (%) | 0.1486 | 0.185 | -0.0364 | 0 | 0.0198 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -377777 | -147047 | -272540 | -697091 | -311836 | -425026 |
Profit Factor | 1.1555 | 1.4688 | 0.9352 | 0.9298 | 1.061 | 0.8451 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 128 | 57 | 71 | 122 | 62 | 60 |
Losing Trades | 98 | 56 | 42 | 104 | 51 | 53 |
Profitability (%) | 56.6372 | 50.4425 | 62.8319 | 53.9823 | 54.8673 | 53.0973 |
Ratio Avg Win / Avg Loss | 0.8847 | 1.4431 | 0.5532 | 0.7926 | 0.8728 | 0.7465 |
Largest Winning Trade | 320106 | 320106 | 57463 | 269124 | 269124 | 95082 |
Largest Losing Trade | -112493 | -35817 | -112493 | -390167 | -147113 | -390167 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 2920 | 1469 | 1451 | 2920 | 1469 | 1451 |
Profit Streak | 11.6652 | 0 | 18.1652 | 0 | 24.6652 | 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 | -42849 | 312825 | -578526 | -578801 | -323025 | -580352 |
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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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