Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409249.064 | 316461.087 | 92787.977 | -128713.9684 | 403473.7964 | -532187.7648 |
Total P&L (%) | 409.2491 | 316.4611 | 92.788 | -128.714 | 403.4738 | -532.1878 |
Avg Daily Profit (%) | 0.1721 | 0.1331 | 0.039 | 0 | 0.068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148512 | -107738 | -104378 | -1124353 | -432333 | -902602 |
Profit Factor | 1.3056 | 1.6205 | 1.1119 | 0.9692 | 1.2889 | 0.8083 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 156 | 79 | 77 | 148 | 74 | 74 |
Losing Trades | 134 | 66 | 68 | 142 | 71 | 71 |
Profitability (%) | 53.7931 | 54.4828 | 53.1034 | 51.0345 | 51.0345 | 51.0345 |
Ratio Avg Win / Avg Loss | 1.1215 | 1.3538 | 0.9819 | 0.9299 | 1.2366 | 0.7755 |
Largest Winning Trade | 125184 | 125184 | 51456 | 167724 | 167724 | 161656 |
Largest Losing Trade | -104378 | -22707 | -104378 | -540032 | -101362 | -540032 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 16 | 14 | 19 | 16 | 15 | 18 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 4716 | 2090 | 2626 | 4716 | 2090 | 2626 |
Profit Streak | 158.3406 | 222.8406 | 158.3406 | 0 | 0 | 0 |
Trades During Streak | 2 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387055 | -11329 | -238796 | -578849 | -101908 | -580536 |
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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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