Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296210.0087 | 134542.9384 | 161667.0703 | -419536.472 | -234129.6509 | -185406.821 |
Total P&L (%) | 296.21 | 134.5429 | 161.6671 | -419.5365 | -234.1297 | -185.4068 |
Avg Daily Profit (%) | 0.2874 | 0.1305 | 0.1568 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143494 | -74459 | -120739 | -952807 | -403150 | -781133 |
Profit Factor | 1.4164 | 1.3772 | 1.4558 | 0.8166 | 0.7607 | 0.8584 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 93 | 40 | 53 | 80 | 37 | 43 |
Losing Trades | 70 | 42 | 28 | 83 | 45 | 38 |
Profitability (%) | 57.0552 | 48.7805 | 65.4321 | 49.0798 | 45.122 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.0661 | 1.446 | 0.7691 | 0.8472 | 0.9252 | 0.7586 |
Largest Winning Trade | 59080 | 59080 | 42042 | 187439 | 107950 | 187439 |
Largest Losing Trade | -120739 | -33196 | -120739 | -702400 | -181808 | -702400 |
Avg Bars in Trades | 23 | 21 | 26 | 23 | 21 | 26 |
Avg Bars in Winners | 23 | 20 | 26 | 25 | 24 | 26 |
Avg Bars in Losers | 24 | 23 | 25 | 22 | 20 | 25 |
Bars Traded | 3899 | 1793 | 2106 | 3899 | 1793 | 2106 |
Profit Streak | 23.9214 | 23.9214 | 91.4214 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457740 | -21835 | -1335 | -580004 | -586855 | -592058 |
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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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