Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448697.3972 | 512034.5291 | -63337.1319 | -86171.2084 | -21944.1619 | -64227.0465 |
Total P&L (%) | 448.6974 | 512.0345 | -63.3371 | -86.1712 | -21.9442 | -64.227 |
Avg Daily Profit (%) | 0.1929 | 0.2201 | -0.0272 | -0.085 | -0.0107 | -0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171293 | -165310 | -218197 | -371805 | -214023 | -268626 |
Profit Factor | 1.265 | 1.59 | 0.9233 | 0.9421 | 0.9732 | 0.9039 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 145 | 68 | 77 | 145 | 68 | 77 |
Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Profitability (%) | 52.5362 | 49.2754 | 55.7971 | 52.5362 | 49.2754 | 55.7971 |
Ratio Avg Win / Avg Loss | 1.1428 | 1.6367 | 0.7314 | 0.8511 | 1.0018 | 0.7161 |
Largest Winning Trade | 299996 | 299996 | 82582 | 83310 | 83310 | 78582 |
Largest Losing Trade | -56860 | -44903 | -56860 | -109722 | -109722 | -71331 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 4596 | 2189 | 2407 | 4596 | 2189 | 2407 |
Profit Streak | 1.6074 | 1.6074 | 28.1074 | 1.6074 | 1.6074 | 28.1074 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269220 | 308246 | -578472 | -580729 | -581725 | -578472 |
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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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