Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31742.9654 | 197138.6557 | -165395.6903 | -889651.8241 | -705899.151 | -183752.6731 |
Total P&L (%) | 31.743 | 197.1387 | -165.3957 | -889.6518 | -705.8992 | -183.7527 |
Avg Daily Profit (%) | 0.0259 | 0.1608 | -0.1349 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313715 | -67727 | -308127 | -1006432 | -787321 | -520567 |
Profit Factor | 1.0263 | 1.4715 | 0.7906 | 0.7971 | 0.6796 | 0.9158 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 132 | 64 | 68 | 100 | 52 | 48 |
Losing Trades | 105 | 54 | 51 | 137 | 66 | 71 |
Profitability (%) | 55.6962 | 54.2373 | 57.1429 | 42.1941 | 44.0678 | 40.3361 |
Ratio Avg Win / Avg Loss | 0.8164 | 1.2416 | 0.593 | 1.092 | 0.8625 | 1.3546 |
Largest Winning Trade | 39515 | 39515 | 32961 | 393425 | 125654 | 393425 |
Largest Losing Trade | -289760 | -25951 | -289760 | -205919 | -149269 | -205919 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 18 | 18 | 18 | 21 | 21 | 21 |
Avg Bars in Losers | 22 | 21 | 22 | 19 | 18 | 19 |
Bars Traded | 4798 | 2383 | 2415 | 4798 | 2383 | 2415 |
Profit Streak | 0 | 0 | 0 | 15.6283 | 19.8783 | 15.6283 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -352282 | 324143 | -579812 | -579558 | -582491 | -582248 |
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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) |
---|