Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345149.0864 | 370582.8693 | -25433.7829 | -358071.5425 | 131494.1315 | -489565.674 |
Total P&L (%) | 345.1491 | 370.5829 | -25.4338 | -358.0715 | 131.4941 | -489.5657 |
Avg Daily Profit (%) | 0.1377 | 0.1478 | -0.0101 | 0 | 0.0335 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180938 | -85910 | -246162 | -615433 | -166311 | -641884 |
Profit Factor | 1.3363 | 1.8773 | 0.9579 | 0.7821 | 1.212 | 0.5216 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 121 | 64 | 57 | 94 | 53 | 41 |
Losing Trades | 90 | 42 | 48 | 117 | 53 | 64 |
Profitability (%) | 57.346 | 60.3774 | 54.2857 | 44.5498 | 50 | 39.0476 |
Ratio Avg Win / Avg Loss | 0.9939 | 1.232 | 0.8066 | 0.9735 | 1.212 | 0.8141 |
Largest Winning Trade | 89069 | 89069 | 65942 | 130489 | 93361 | 130489 |
Largest Losing Trade | -135200 | -44153 | -135200 | -217185 | -58336 | -217185 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 26 | 27 | 25 | 20 | 22 | 18 |
Avg Bars in Losers | 17 | 18 | 15 | 24 | 25 | 22 |
Bars Traded | 4800 | 2564 | 2236 | 4800 | 2564 | 2236 |
Profit Streak | 36.8969 | 36.8969 | 46.3969 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7277 | 310795 | -579661 | -581515 | -148604 | -585034 |
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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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