Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224624.8585 | 208681.068 | 15943.7906 | -109463.2188 | -45729.7827 | -63733.4361 |
Total P&L (%) | 224.6249 | 208.6811 | 15.9438 | -109.4632 | -45.7298 | -63.7334 |
Avg Daily Profit (%) | 0.1807 | 0.1678 | 0.0128 | 0 | -0.0491 | -0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151187 | -67290 | -170375 | -121700 | -5309 | -84683 |
Profit Factor | 1.2601 | 1.545 | 1.0332 | 0.37 | 0.3516 | 0.3826 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 152 | 76 | 76 | 57 | 28 | 29 |
Losing Trades | 58 | 29 | 29 | 153 | 77 | 76 |
Profitability (%) | 72.381 | 72.381 | 72.381 | 27.1429 | 26.6667 | 27.619 |
Ratio Avg Win / Avg Loss | 0.4808 | 0.5895 | 0.3942 | 0.9932 | 0.9669 | 1.0026 |
Largest Winning Trade | 37797 | 37797 | 21965 | 11479 | 5087 | 11479 |
Largest Losing Trade | -106672 | -41402 | -106672 | -76297 | -44415 | -76297 |
Avg Bars in Trades | 69 | 77 | 61 | 69 | 77 | 61 |
Avg Bars in Winners | 39 | 41 | 37 | 141 | 165 | 118 |
Avg Bars in Losers | 149 | 172 | 125 | 42 | 45 | 39 |
Bars Traded | 14634 | 8163 | 6470 | 14634 | 8163 | 6470 |
Profit Streak | 24.5824 | 24.5824 | 46.2491 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406231 | 420105 | -366566 | -600049 | -603521 | -597657 |
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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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