Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304762.9383 | 338127.0536 | -33364.1153 | -151394.1715 | 68356.8274 | -219750.9989 |
Total P&L (%) | 304.7629 | 338.1271 | -33.3641 | -151.3942 | 68.3568 | -219.751 |
Avg Daily Profit (%) | 0.1641 | 0.1821 | -0.018 | 0 | 0.0281 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240784 | -72574 | -265459 | -1592162 | -596630 | -1314650 |
Profit Factor | 1.2639 | 1.649 | 0.9473 | 0.9707 | 1.0306 | 0.9252 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 98 | 48 | 50 | 92 | 43 | 49 |
Losing Trades | 70 | 36 | 34 | 76 | 41 | 35 |
Profitability (%) | 58.3333 | 57.1429 | 59.5238 | 54.7619 | 51.1905 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9028 | 1.2367 | 0.6442 | 0.8019 | 0.9827 | 0.6609 |
Largest Winning Trade | 114627 | 114627 | 41101 | 254026 | 234612 | 254026 |
Largest Losing Trade | -143259 | -48825 | -143259 | -991009 | -282859 | -991009 |
Avg Bars in Trades | 31 | 29 | 34 | 31 | 29 | 34 |
Avg Bars in Winners | 23 | 19 | 28 | 31 | 26 | 35 |
Avg Bars in Losers | 43 | 42 | 43 | 32 | 31 | 33 |
Bars Traded | 5346 | 2439 | 2906 | 5346 | 2439 | 2906 |
Profit Streak | 15.7463 | 0 | 58.7463 | 0 | 45.0796 | 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 | 289861 | 372755 | -578616 | -579280 | -343395 | -580027 |
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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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