Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362304.1115 | 245800.3697 | 116503.7418 | -130303.4178 | 117110.1659 | -247413.5836 |
Total P&L (%) | 362.3041 | 245.8004 | 116.5037 | -130.3034 | 117.1102 | -247.4136 |
Avg Daily Profit (%) | 0.2074 | 0.1407 | 0.0667 | 0 | 0.0444 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -337081 | -157229 | -190796 | -243437 | -19256 | -254425 |
Profit Factor | 1.2944 | 1.3995 | 1.1893 | 0.6189 | 3.5152 | 0.1624 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 181 | 90 | 91 | 134 | 71 | 63 |
Losing Trades | 128 | 65 | 63 | 175 | 84 | 91 |
Profitability (%) | 58.5761 | 58.0645 | 59.0909 | 43.3657 | 45.8065 | 40.9091 |
Ratio Avg Win / Avg Loss | 0.9154 | 1.0108 | 0.8233 | 0.8083 | 4.1589 | 0.2345 |
Largest Winning Trade | 63012 | 63012 | 36168 | 57538 | 57538 | 9212 |
Largest Losing Trade | -103729 | -44399 | -103729 | -205956 | -6024 | -205956 |
Avg Bars in Trades | 66 | 56 | 76 | 66 | 56 | 76 |
Avg Bars in Winners | 57 | 47 | 68 | 75 | 65 | 86 |
Avg Bars in Losers | 78 | 68 | 89 | 59 | 48 | 70 |
Bars Traded | 20554 | 8724 | 11831 | 20554 | 8724 | 11831 |
Profit Streak | 4.564 | 4.564 | 17.314 | 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 | 344418 | -2853 | -115864 | -581742 | -128277 | -584061 |
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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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