Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379669.9409 | 168478.9269 | 211191.014 | -825383.1013 | -463031.0911 | -362352.0102 |
Total P&L (%) | 379.6699 | 168.4789 | 211.191 | -825.3831 | -463.0311 | -362.352 |
Avg Daily Profit (%) | 0.3672 | 0.1629 | 0.2042 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126373 | -63178 | -120739 | -1788030 | -897113 | -1315239 |
Profit Factor | 1.5477 | 1.4895 | 1.6051 | 0.8134 | 0.7706 | 0.8493 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 100 | 42 | 58 | 101 | 48 | 53 |
Losing Trades | 77 | 47 | 30 | 76 | 41 | 35 |
Profitability (%) | 56.4972 | 47.191 | 65.9091 | 57.0621 | 53.9326 | 60.2273 |
Ratio Avg Win / Avg Loss | 1.1917 | 1.6668 | 0.8302 | 0.6121 | 0.6582 | 0.5609 |
Largest Winning Trade | 61604 | 61604 | 40297 | 243051 | 109444 | 243051 |
Largest Losing Trade | -120739 | -25257 | -120739 | -964124 | -276967 | -964124 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 21 | 20 | 21 | 19 | 18 | 20 |
Avg Bars in Losers | 23 | 20 | 27 | 25 | 23 | 28 |
Bars Traded | 3926 | 1858 | 2069 | 3926 | 1858 | 2069 |
Profit Streak | 0 | 0 | 0 | 7.0675 | 7.0675 | 18.5675 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457001 | 306944 | 367799 | -576948 | -578737 | -578019 |
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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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