Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401666.5859 | 382113.2875 | 19553.2984 | -176240.9102 | -217843.4901 | 41602.5799 |
Total P&L (%) | 401.6666 | 382.1133 | 19.5533 | -176.2409 | -217.8435 | 41.6026 |
Avg Daily Profit (%) | 0.2081 | 0.1979 | 0.0101 | 0 | 0 | 0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160780 | -136250 | -146416 | -763730 | -532073 | -492489 |
Profit Factor | 1.245 | 1.5258 | 1.0214 | 0.9335 | 0.8291 | 1.0303 |
Total Trades | 387 | 194 | 193 | 387 | 194 | 193 |
Winning Trades | 203 | 99 | 104 | 192 | 103 | 89 |
Losing Trades | 184 | 95 | 89 | 195 | 91 | 104 |
Profitability (%) | 52.4548 | 51.0309 | 53.886 | 49.6124 | 53.0928 | 46.114 |
Ratio Avg Win / Avg Loss | 1.1285 | 1.4641 | 0.8741 | 0.9481 | 0.7325 | 1.2039 |
Largest Winning Trade | 78707 | 78707 | 40114 | 457267 | 77274 | 457267 |
Largest Losing Trade | -121193 | -35790 | -121193 | -215797 | -154657 | -215797 |
Avg Bars in Trades | 19 | 14 | 24 | 19 | 14 | 24 |
Avg Bars in Winners | 20 | 14 | 26 | 19 | 14 | 24 |
Avg Bars in Losers | 18 | 14 | 22 | 19 | 14 | 24 |
Bars Traded | 7593 | 2826 | 4767 | 7593 | 2826 | 4767 |
Profit Streak | 0 | 0 | 23.8142 | 12.5642 | 13.5642 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362045 | 357792 | -382847 | -578013 | -579037 | -358884 |
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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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