Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341918.2987 | 323246.1824 | 18672.1163 | -208410.3259 | -153986.3915 | -54423.9344 |
Total P&L (%) | 341.9183 | 323.2462 | 18.6721 | -208.4103 | -153.9864 | -54.4239 |
Avg Daily Profit (%) | 0.184 | 0.174 | 0.0101 | 0 | 0 | -0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144188 | -115319 | -173441 | -817198 | -322424 | -540338 |
Profit Factor | 1.3073 | 1.6204 | 1.0316 | 0.8899 | 0.8262 | 0.9459 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 157 | 75 | 82 | 135 | 67 | 68 |
Losing Trades | 106 | 56 | 50 | 128 | 64 | 64 |
Profitability (%) | 59.6958 | 57.2519 | 62.1212 | 51.3308 | 51.145 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.8826 | 1.2099 | 0.629 | 0.8438 | 0.7892 | 0.8903 |
Largest Winning Trade | 70535 | 70535 | 34148 | 344198 | 57014 | 344198 |
Largest Losing Trade | -134014 | -55252 | -134014 | -457276 | -125771 | -457276 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 15 | 16 | 14 | 17 | 17 | 17 |
Avg Bars in Losers | 27 | 27 | 28 | 23 | 25 | 22 |
Bars Traded | 5396 | 2771 | 2625 | 5396 | 2771 | 2625 |
Profit Streak | 5.8146 | 0 | 52.8146 | 0 | 9.1479 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344061 | 373185 | -371444 | -578951 | -579444 | -580507 |
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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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