Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362425.9755 | 400600.3544 | -38174.3789 | -101246.5285 | 72566.9527 | -173813.4812 |
Total P&L (%) | 362.426 | 400.6004 | -38.1744 | -101.2465 | 72.567 | -173.8135 |
Avg Daily Profit (%) | 0.1902 | 0.2102 | -0.02 | 0 | 0.0286 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -330181 | -142718 | -320477 | -241989 | -51749 | -239801 |
Profit Factor | 1.306 | 1.6852 | 0.9364 | 0.6882 | 2.0255 | 0.3156 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 112 | 54 | 58 | 78 | 42 | 36 |
Losing Trades | 78 | 41 | 37 | 112 | 53 | 59 |
Profitability (%) | 58.9474 | 56.8421 | 61.0526 | 41.0526 | 44.2105 | 37.8947 |
Ratio Avg Win / Avg Loss | 0.9095 | 1.2795 | 0.5973 | 0.9882 | 2.556 | 0.5172 |
Largest Winning Trade | 180888 | 180888 | 32662 | 83699 | 83699 | 32976 |
Largest Losing Trade | -109084 | -50197 | -109084 | -239801 | -43177 | -239801 |
Avg Bars in Trades | 118 | 139 | 97 | 118 | 139 | 97 |
Avg Bars in Winners | 93 | 103 | 83 | 151 | 182 | 113 |
Avg Bars in Losers | 154 | 187 | 118 | 95 | 105 | 87 |
Bars Traded | 22501 | 13269 | 9232 | 22501 | 13269 | 9232 |
Profit Streak | 30.8149 | 30.8149 | 62.3983 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345842 | 392985 | -578256 | -583262 | -153335 | -585786 |
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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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