Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309192.0521 | 258126.8011 | 51065.251 | -23289.8362 | 166480.126 | -189769.9623 |
Total P&L (%) | 309.1921 | 258.1268 | 51.0653 | -23.2898 | 166.4801 | -189.77 |
Avg Daily Profit (%) | 0.1953 | 0.163 | 0.0322 | -0.0167 | 0.0619 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152897 | -54218 | -125703 | -268285 | -64547 | -264406 |
Profit Factor | 1.2251 | 1.4273 | 1.0664 | 0.9813 | 1.3551 | 0.7558 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 214 | 97 | 117 | 214 | 97 | 117 |
Losing Trades | 188 | 104 | 84 | 188 | 104 | 84 |
Profitability (%) | 53.2338 | 48.2587 | 58.209 | 53.2338 | 48.2587 | 58.209 |
Ratio Avg Win / Avg Loss | 1.0763 | 1.5303 | 0.7656 | 0.8621 | 1.4529 | 0.5426 |
Largest Winning Trade | 109731 | 109731 | 54076 | 109320 | 109320 | 71986 |
Largest Losing Trade | -63956 | -43150 | -63956 | -171899 | -28271 | -171899 |
Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Winners | 24 | 20 | 26 | 24 | 20 | 26 |
Avg Bars in Losers | 22 | 20 | 23 | 22 | 20 | 23 |
Bars Traded | 9300 | 4165 | 5135 | 9300 | 4165 | 5135 |
Profit Streak | 6.8586 | 30.0253 | 0 | 6.8586 | 30.0253 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384865 | 391555 | -298431 | -577293 | -108232 | -578939 |
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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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