Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396835.2755 | 286947.172 | 109888.1034 | -132421.7897 | 564764.7711 | -697186.5608 |
Total P&L (%) | 396.8353 | 286.9472 | 109.8881 | -132.4218 | 564.7648 | -697.1866 |
Avg Daily Profit (%) | 0.2785 | 0.2014 | 0.0771 | 0 | 0.133 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171182 | -37358 | -166563 | -1023842 | -195916 | -1113881 |
Profit Factor | 1.3903 | 1.6271 | 1.1965 | 0.9564 | 1.5159 | 0.6407 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 132 | 63 | 69 | 121 | 59 | 62 |
Losing Trades | 103 | 55 | 48 | 114 | 59 | 55 |
Profitability (%) | 56.1702 | 53.3898 | 58.9744 | 51.4894 | 50 | 52.9915 |
Ratio Avg Win / Avg Loss | 1.0848 | 1.4205 | 0.8324 | 0.901 | 1.5159 | 0.5683 |
Largest Winning Trade | 107534 | 107534 | 48351 | 230770 | 230770 | 97621 |
Largest Losing Trade | -102796 | -30995 | -102796 | -1007678 | -104265 | -1007678 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 5674 | 2848 | 2826 | 5674 | 2848 | 2826 |
Profit Streak | 0 | 0 | 22.9197 | 10.6697 | 41.1697 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404469 | 362846 | -94246 | -578429 | -11023 | -580355 |
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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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