Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268772.7035 | 195979.4103 | 72793.2932 | -502888.3372 | -93749.5755 | -409138.7617 |
Total P&L (%) | 268.7727 | 195.9794 | 72.7933 | -502.8883 | -93.7496 | -409.1388 |
Avg Daily Profit (%) | 0.2601 | 0.1897 | 0.0704 | 0 | -0.268 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151543 | -97748 | -145205 | -544956 | -244542 | -411296 |
Profit Factor | 1.3646 | 1.5187 | 1.2025 | 0.618 | 0.847 | 0.4185 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 99 | 49 | 50 | 100 | 51 | 49 |
Losing Trades | 99 | 50 | 49 | 98 | 48 | 50 |
Profitability (%) | 50 | 49.4949 | 50.5051 | 50.5051 | 51.5152 | 49.4949 |
Ratio Avg Win / Avg Loss | 1.3646 | 1.5497 | 1.1785 | 0.6056 | 0.7972 | 0.427 |
Largest Winning Trade | 69403 | 69403 | 35325 | 44187 | 44187 | 31193 |
Largest Losing Trade | -138172 | -39790 | -138172 | -196298 | -117676 | -196298 |
Avg Bars in Trades | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Winners | 33 | 32 | 34 | 26 | 34 | 17 |
Avg Bars in Losers | 27 | 33 | 21 | 35 | 31 | 38 |
Bars Traded | 6057 | 3275 | 2782 | 6057 | 3275 | 2782 |
Profit Streak | 23.3257 | 24.3257 | 23.3257 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400143 | 381833 | -98792 | -579675 | -580871 | -580986 |
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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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