Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309840.0435 | 322282.4715 | -12442.428 | -116103.5719 | 10674.2576 | -126777.8294 |
Total P&L (%) | 309.84 | 322.2825 | -12.4424 | -116.1036 | 10.6743 | -126.7778 |
Avg Daily Profit (%) | 0.1644 | 0.171 | -0.0066 | 0 | 0.0054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176237 | -106280 | -215461 | -139775 | -36864 | -118667 |
Profit Factor | 1.1775 | 1.3834 | 0.9862 | 0.6719 | 1.0792 | 0.4213 |
Total Trades | 403 | 202 | 201 | 403 | 202 | 201 |
Winning Trades | 240 | 122 | 118 | 169 | 89 | 80 |
Losing Trades | 163 | 80 | 83 | 234 | 113 | 121 |
Profitability (%) | 59.5534 | 60.396 | 58.7065 | 41.9355 | 44.0594 | 39.801 |
Ratio Avg Win / Avg Loss | 0.7997 | 0.9072 | 0.6937 | 0.9303 | 1.3702 | 0.6372 |
Largest Winning Trade | 55137 | 55137 | 49597 | 30735 | 30735 | 9625 |
Largest Losing Trade | -106422 | -35185 | -106422 | -50977 | -16135 | -50977 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 12 | 10 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 15 | 14 | 15 | 13 | 10 | 15 |
Bars Traded | 5595 | 2490 | 3105 | 5595 | 2490 | 3105 |
Profit Streak | 0 | 0 | 15.4043 | 7.4043 | 21.7376 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15968 | 303385 | -578292 | -580849 | -463902 | -583969 |
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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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