Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333469.2406 | 159997.4354 | 173471.8052 | -396630.8152 | -152465.4621 | -244165.3531 |
Total P&L (%) | 333.4692 | 159.9974 | 173.4718 | -396.6308 | -152.4655 | -244.1654 |
Avg Daily Profit (%) | 0.1759 | 0.0844 | 0.0915 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196772 | -91229 | -145056 | -479587 | -207038 | -294476 |
Profit Factor | 1.3014 | 1.2691 | 1.3389 | 0.6536 | 0.7356 | 0.5703 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 190 | 89 | 101 | 138 | 76 | 62 |
Losing Trades | 140 | 76 | 64 | 192 | 89 | 103 |
Profitability (%) | 57.5758 | 53.9394 | 61.2121 | 41.8182 | 46.0606 | 37.5758 |
Ratio Avg Win / Avg Loss | 0.9589 | 1.0837 | 0.8484 | 0.9093 | 0.8614 | 0.9475 |
Largest Winning Trade | 66840 | 66840 | 27775 | 64325 | 64325 | 29316 |
Largest Losing Trade | -128413 | -61423 | -128413 | -60705 | -50648 | -60705 |
Avg Bars in Trades | 33 | 38 | 29 | 33 | 38 | 29 |
Avg Bars in Winners | 25 | 23 | 26 | 42 | 51 | 32 |
Avg Bars in Losers | 45 | 55 | 33 | 27 | 27 | 27 |
Bars Traded | 11138 | 6346 | 4792 | 11138 | 6346 | 4792 |
Profit Streak | 6.8202 | 0 | 7.8202 | 0 | 15.9869 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332431 | -79595 | -69464 | -582234 | -580517 | -585023 |
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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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