Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406787.0014 | 340464.4629 | 66322.5385 | -174452.4543 | -88389.9056 | -86062.5487 |
Total P&L (%) | 406.787 | 340.4645 | 66.3225 | -174.4525 | -88.3899 | -86.0625 |
Avg Daily Profit (%) | 0.2194 | 0.1836 | 0.0358 | 0 | -0.116 | -0.1062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215651 | -68852 | -220545 | -356943 | -177534 | -222026 |
Profit Factor | 1.3052 | 1.6661 | 1.0807 | 0.8423 | 0.8119 | 0.8647 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 153 | 80 | 73 | 133 | 67 | 66 |
Losing Trades | 92 | 42 | 50 | 112 | 55 | 57 |
Profitability (%) | 62.449 | 65.5738 | 59.3496 | 54.2857 | 54.918 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.7848 | 0.8747 | 0.7402 | 0.7093 | 0.6665 | 0.7468 |
Largest Winning Trade | 53336 | 53336 | 41856 | 58261 | 35813 | 58261 |
Largest Losing Trade | -116223 | -44406 | -116223 | -134684 | -123236 | -134684 |
Avg Bars in Trades | 29 | 19 | 38 | 29 | 19 | 38 |
Avg Bars in Winners | 25 | 15 | 36 | 26 | 18 | 34 |
Avg Bars in Losers | 35 | 27 | 41 | 32 | 20 | 44 |
Bars Traded | 7183 | 2397 | 4786 | 7183 | 2397 | 4786 |
Profit Streak | 5.0006 | 0 | 47.0006 | 0 | 43.7506 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364543 | 357314 | -276269 | -578662 | -579105 | -580531 |
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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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