Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294760.3476 | 186683.0883 | 108077.2593 | -676462.3466 | -382851.7252 | -293610.6213 |
Total P&L (%) | 294.7603 | 186.6831 | 108.0773 | -676.4623 | -382.8517 | -293.6106 |
Avg Daily Profit (%) | 0.1558 | 0.0987 | 0.0571 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167262 | -58474 | -188940 | -830007 | -493301 | -563992 |
Profit Factor | 1.287 | 1.3941 | 1.1953 | 0.8178 | 0.7886 | 0.8456 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 197 | 97 | 100 | 143 | 73 | 70 |
Losing Trades | 141 | 72 | 69 | 195 | 96 | 99 |
Profitability (%) | 58.284 | 57.3965 | 59.1716 | 42.3077 | 43.1953 | 41.4201 |
Ratio Avg Win / Avg Loss | 0.9211 | 1.0348 | 0.8247 | 1.1152 | 1.0371 | 1.196 |
Largest Winning Trade | 66419 | 66419 | 55540 | 313769 | 186742 | 313769 |
Largest Losing Trade | -162502 | -55034 | -162502 | -257066 | -257066 | -145985 |
Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Winners | 27 | 26 | 28 | 36 | 40 | 31 |
Avg Bars in Losers | 39 | 45 | 34 | 30 | 30 | 30 |
Bars Traded | 11046 | 5855 | 5191 | 11046 | 5855 | 5191 |
Profit Streak | 0 | 27.807 | 0 | 7.1403 | 0 | 10.4737 |
Trades During Streak | 0 | 6 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303184 | -57735 | -122547 | -579652 | -581427 | -581465 |
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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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