Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33217.4548 | 186127.6588 | -152910.204 | -402937.4617 | 113153.9395 | -516091.4012 |
Total P&L (%) | 33.2175 | 186.1277 | -152.9102 | -402.9375 | 113.1539 | -516.0914 |
Avg Daily Profit (%) | 0.0268 | 0.1499 | -0.1232 | 0 | 0.061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350116 | -66112 | -326134 | -775561 | -331961 | -747311 |
Profit Factor | 1.0337 | 1.5577 | 0.7653 | 0.847 | 1.1089 | 0.6764 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 248 | 125 | 123 | 72 | 35 | 37 |
Losing Trades | 65 | 31 | 34 | 241 | 121 | 120 |
Profitability (%) | 79.2332 | 80.1282 | 78.3439 | 23.0032 | 22.4359 | 23.5669 |
Ratio Avg Win / Avg Loss | 0.2709 | 0.3863 | 0.2115 | 2.8351 | 3.8336 | 2.1937 |
Largest Winning Trade | 16678 | 16678 | 16138 | 266662 | 201148 | 266662 |
Largest Losing Trade | -273848 | -37418 | -273848 | -478381 | -62993 | -478381 |
Avg Bars in Trades | 45 | 50 | 40 | 45 | 50 | 40 |
Avg Bars in Winners | 21 | 23 | 20 | 120 | 141 | 99 |
Avg Bars in Losers | 134 | 156 | 115 | 23 | 23 | 22 |
Bars Traded | 14220 | 7830 | 6390 | 14220 | 7830 | 6390 |
Profit Streak | 16.9374 | 22.4374 | 16.9374 | 0 | 0 | 0 |
Trades During Streak | 10 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -337904 | 473186 | -574973 | -614978 | -251967 | -613864 |
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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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