Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565617.3026 | 519531.5862 | 46085.7164 | -234846.3229 | -234316.0312 | -530.2917 |
Total P&L (%) | 565.6173 | 519.5316 | 46.0857 | -234.8463 | -234.316 | -0.5303 |
Avg Daily Profit (%) | 0.3819 | 0.3508 | 0.0311 | 0 | 0 | -0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273310 | -194232 | -183829 | -1093541 | -792504 | -639092 |
Profit Factor | 1.6112 | 2.0876 | 1.1029 | 0.9029 | 0.8247 | 0.9995 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 72 | 30 | 42 | 80 | 37 | 43 |
Losing Trades | 85 | 48 | 37 | 77 | 41 | 36 |
Profitability (%) | 45.8599 | 38.4615 | 53.1646 | 50.9554 | 47.4359 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.9021 | 3.3401 | 0.9716 | 0.869 | 0.9139 | 0.8368 |
Largest Winning Trade | 553312 | 553312 | 56956 | 436727 | 436727 | 117788 |
Largest Losing Trade | -134839 | -28380 | -134839 | -574576 | -172438 | -574576 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 32 | 28 | 35 | 27 | 27 | 26 |
Avg Bars in Losers | 22 | 25 | 19 | 27 | 26 | 28 |
Bars Traded | 4287 | 2092 | 2195 | 4287 | 2092 | 2195 |
Profit Streak | 13.0683 | 0 | 15.0683 | 0 | 17.4016 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458664 | -25371 | -287648 | -579553 | -615387 | -606884 |
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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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