Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418836.3141 | 286992.2216 | 131844.0925 | -206729.4935 | -32162.3434 | -174567.1501 |
Total P&L (%) | 418.8363 | 286.9922 | 131.8441 | -206.7295 | -32.1623 | -174.5672 |
Avg Daily Profit (%) | 0.4021 | 0.2755 | 0.1266 | 0 | -0.0372 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102137 | -63774 | -112358 | -252384 | -60653 | -217954 |
Profit Factor | 1.8442 | 2.6789 | 1.4054 | 0.5138 | 0.7682 | 0.3906 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 84 | 41 | 43 | 36 | 19 | 17 |
Losing Trades | 33 | 17 | 16 | 81 | 39 | 42 |
Profitability (%) | 71.7949 | 70.6897 | 72.8814 | 30.7692 | 32.7586 | 28.8136 |
Ratio Avg Win / Avg Loss | 0.7245 | 1.1108 | 0.523 | 1.1562 | 1.5769 | 0.9651 |
Largest Winning Trade | 41254 | 41254 | 28443 | 44118 | 44118 | 42547 |
Largest Losing Trade | -102137 | -38570 | -102137 | -133384 | -16158 | -133384 |
Avg Bars in Trades | 210 | 216 | 204 | 210 | 216 | 204 |
Avg Bars in Winners | 144 | 159 | 130 | 337 | 338 | 337 |
Avg Bars in Losers | 376 | 353 | 401 | 153 | 156 | 150 |
Bars Traded | 24576 | 12537 | 12039 | 24576 | 12537 | 12039 |
Profit Streak | 18.6345 | 18.6345 | 40.7595 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538453 | -164546 | -197273 | -586279 | -765038 | -770743 |
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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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