Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376289.7899 | 320698.4719 | 55591.318 | -109150.6072 | 211473.4316 | -320624.0388 |
Total P&L (%) | 376.2898 | 320.6985 | 55.5913 | -109.1506 | 211.4734 | -320.624 |
Avg Daily Profit (%) | 0.2031 | 0.1731 | 0.03 | 0 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281032 | -91337 | -269633 | -306950 | -7130 | -330413 |
Profit Factor | 1.2956 | 1.581 | 1.0771 | 0.7188 | 10.6307 | 0.1246 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 145 | 72 | 73 | 129 | 68 | 61 |
Losing Trades | 124 | 62 | 62 | 140 | 66 | 74 |
Profitability (%) | 53.9033 | 53.7313 | 54.0741 | 47.9554 | 50.7463 | 45.1852 |
Ratio Avg Win / Avg Loss | 1.108 | 1.3615 | 0.9148 | 0.7801 | 10.318 | 0.1511 |
Largest Winning Trade | 86960 | 86960 | 42656 | 70367 | 70367 | 12787 |
Largest Losing Trade | -102261 | -55846 | -102261 | -298947 | -3724 | -298947 |
Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Winners | 18 | 18 | 18 | 21 | 22 | 20 |
Avg Bars in Losers | 21 | 22 | 21 | 18 | 17 | 19 |
Bars Traded | 5372 | 2692 | 2680 | 5372 | 2692 | 2680 |
Profit Streak | 0 | 0 | 0 | 19.5905 | 19.5905 | 86.5905 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356261 | 351194 | -290503 | -578417 | -101460 | -581117 |
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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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