Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351781.6413 | 203317.2415 | 148464.3998 | -114515.2451 | 87808.0052 | -202323.2503 |
Total P&L (%) | 351.7816 | 203.3172 | 148.4644 | -114.5152 | 87.808 | -202.3233 |
Avg Daily Profit (%) | 0.1856 | 0.1073 | 0.0783 | 0 | 0.0333 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162334 | -81112 | -120005 | -382421 | -51875 | -354908 |
Profit Factor | 1.2657 | 1.3198 | 1.2157 | 0.839 | 1.4123 | 0.5939 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 157 | 76 | 81 | 149 | 77 | 72 |
Losing Trades | 141 | 73 | 68 | 149 | 72 | 77 |
Profitability (%) | 52.6846 | 51.0067 | 54.3624 | 50 | 51.6779 | 48.3221 |
Ratio Avg Win / Avg Loss | 1.1367 | 1.2677 | 1.0206 | 0.839 | 1.3206 | 0.6352 |
Largest Winning Trade | 96602 | 96602 | 34554 | 63588 | 51511 | 63588 |
Largest Losing Trade | -106719 | -59691 | -106719 | -298502 | -36973 | -298502 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 16 | 16 | 17 | 19 | 21 | 17 |
Avg Bars in Losers | 20 | 23 | 17 | 18 | 18 | 17 |
Bars Traded | 5566 | 2972 | 2593 | 5566 | 2972 | 2593 |
Profit Streak | 7.8041 | 0 | 18.1375 | 0 | 14.1375 | 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 | 368394 | -49298 | -87027 | -578941 | -146753 | -581312 |
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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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