Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358966.985 | 373634.891 | -14667.906 | -241655.7679 | -314009.625 | 72353.8571 |
Total P&L (%) | 358.967 | 373.6349 | -14.6679 | -241.6558 | -314.0096 | 72.3539 |
Avg Daily Profit (%) | 0.1881 | 0.1958 | -0.0077 | 0 | 0 | 0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156065 | -130994 | -195674 | -600822 | -495722 | -371470 |
Profit Factor | 1.1967 | 1.4518 | 0.9853 | 0.9388 | 0.8426 | 1.037 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 215 | 106 | 109 | 195 | 96 | 99 |
Losing Trades | 194 | 98 | 96 | 214 | 108 | 106 |
Profitability (%) | 52.5672 | 51.9608 | 53.1707 | 47.6773 | 47.0588 | 48.2927 |
Ratio Avg Win / Avg Loss | 1.0798 | 1.3423 | 0.8678 | 1.0303 | 0.9479 | 1.1103 |
Largest Winning Trade | 72314 | 72314 | 37356 | 304556 | 106885 | 304556 |
Largest Losing Trade | -140271 | -34171 | -140271 | -194995 | -194995 | -133297 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5628 | 2820 | 2808 | 5628 | 2820 | 2808 |
Profit Streak | 0 | 0 | 0 | 18.5571 | 18.5571 | 23.2238 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218030 | 347072 | -579571 | -576125 | -580569 | -333443 |
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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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