Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187566.4246 | 158953.637 | 28612.7876 | -205345.9414 | -17996.5258 | -187349.4156 |
Total P&L (%) | 187.5664 | 158.9536 | 28.6128 | -205.3459 | -17.9965 | -187.3494 |
Avg Daily Profit (%) | 0.1801 | 0.1526 | 0.0275 | 0 | -0.019 | 0 |
Buy And Hold Return (%) | 13.9981 | 13.9981 | 13.9981 | 13.9981 | 13.9981 | 13.9981 |
Max Trade Drawdown | -116691 | -59761 | -113287 | -298584 | -83723 | -277450 |
Profit Factor | 1.2708 | 1.5421 | 1.0716 | 0.7363 | 0.9453 | 0.5836 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 315 | 155 | 160 | 68 | 37 | 31 |
Losing Trades | 65 | 35 | 30 | 312 | 153 | 159 |
Profitability (%) | 82.8947 | 81.5789 | 84.2105 | 17.8947 | 19.4737 | 16.3158 |
Ratio Avg Win / Avg Loss | 0.2622 | 0.3482 | 0.2009 | 3.3784 | 3.9088 | 2.9935 |
Largest Winning Trade | 15193 | 15193 | 14668 | 72665 | 72665 | 68247 |
Largest Losing Trade | -113287 | -37939 | -113287 | -117015 | -10226 | -117015 |
Avg Bars in Trades | 65 | 71 | 58 | 65 | 71 | 58 |
Avg Bars in Winners | 24 | 23 | 26 | 236 | 268 | 199 |
Avg Bars in Losers | 261 | 287 | 230 | 27 | 24 | 30 |
Bars Traded | 24736 | 13670 | 11066 | 24736 | 13670 | 11066 |
Profit Streak | 3.3631 | 9.1547 | 3.3631 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429164 | 473142 | -301984 | -637144 | -631732 | -645650 |
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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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