Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334378.6032 | 240664.2953 | 93714.3079 | -1221911.9876 | -662855.2593 | -559056.7283 |
Total P&L (%) | 334.3786 | 240.6643 | 93.7143 | -1221.912 | -662.8553 | -559.0567 |
Avg Daily Profit (%) | 0.3287 | 0.2366 | 0.0921 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189772 | -82477 | -156549 | -2144570 | -1301941 | -1255919 |
Profit Factor | 1.3997 | 1.6413 | 1.2031 | 0.7595 | 0.7304 | 0.7868 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 93 | 44 | 49 | 87 | 44 | 43 |
Losing Trades | 69 | 37 | 32 | 75 | 37 | 38 |
Profitability (%) | 57.4074 | 54.321 | 60.4938 | 53.7037 | 54.321 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.0385 | 1.3802 | 0.7857 | 0.6548 | 0.6142 | 0.6954 |
Largest Winning Trade | 79581 | 79581 | 39444 | 209910 | 168332 | 209910 |
Largest Losing Trade | -156549 | -31533 | -156549 | -931945 | -347892 | -931945 |
Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 6066 | 3036 | 3030 | 6066 | 3036 | 3030 |
Profit Streak | 16.5069 | 22.6736 | 16.5069 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442496 | -920 | -81903 | -579449 | -592175 | -592336 |
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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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