Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484989.8466 | 606932.237 | -121942.3904 | -101232.2591 | -42136.3005 | -59095.9586 |
Total P&L (%) | 484.9898 | 606.9322 | -121.9424 | -101.2323 | -42.1363 | -59.096 |
Avg Daily Profit (%) | 0.2088 | 0.2613 | -0.0525 | 0 | -0.0236 | -0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156143 | -141149 | -261580 | -115687 | -54043 | -85616 |
Profit Factor | 1.3162 | 1.8306 | 0.8482 | 0.6395 | 0.7001 | 0.5787 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 103 | 45 | 58 | 107 | 56 | 51 |
Losing Trades | 104 | 58 | 46 | 100 | 47 | 53 |
Profitability (%) | 49.7585 | 43.6893 | 55.7692 | 51.6908 | 54.3689 | 49.0385 |
Ratio Avg Win / Avg Loss | 1.3289 | 2.3595 | 0.6727 | 0.5976 | 0.5876 | 0.6014 |
Largest Winning Trade | 411361 | 411361 | 59482 | 21443 | 21443 | 19180 |
Largest Losing Trade | -105561 | -52644 | -105561 | -32765 | -26935 | -32765 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 23 | 21 | 25 | 22 | 24 | 19 |
Avg Bars in Losers | 19 | 21 | 17 | 21 | 18 | 23 |
Bars Traded | 4484 | 2227 | 2257 | 4484 | 2227 | 2257 |
Profit Streak | 7.3593 | 0 | 24.3593 | 0 | 20.8593 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353768 | 344848 | -579000 | -579197 | -579661 | -581151 |
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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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