Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293063.9567 | 401891.779 | -108827.8223 | -107826.0811 | 1627559.4208 | -1735385.5019 |
Total P&L (%) | 293.064 | 401.8918 | -108.8278 | -107.8261 | 1627.5594 | -1735.3855 |
Avg Daily Profit (%) | 0.1262 | 0.173 | -0.0469 | 0 | 0.1228 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -438340 | -274577 | -445096 | -2200005 | -888396 | -3033777 |
Profit Factor | 1.1299 | 1.3837 | 0.91 | 0.984 | 1.598 | 0.57 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 200 | 99 | 101 | 188 | 97 | 91 |
Losing Trades | 183 | 92 | 91 | 195 | 94 | 101 |
Profitability (%) | 52.2193 | 51.8325 | 52.6042 | 49.0862 | 50.7853 | 47.3958 |
Ratio Avg Win / Avg Loss | 1.0338 | 1.2859 | 0.8199 | 1.0207 | 1.5486 | 0.6327 |
Largest Winning Trade | 175895 | 175895 | 63589 | 1013053 | 1013053 | 401615 |
Largest Losing Trade | -130696 | -43431 | -130696 | -1455344 | -556246 | -1455344 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 9287 | 4643 | 4644 | 9287 | 4643 | 4644 |
Profit Streak | 18.5941 | 18.5941 | 24.8441 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98204 | 342281 | -578687 | -577186 | -24871 | -581063 |
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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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