Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149625.6379 | 203891.4182 | -54265.7803 | -108764.8584 | 1334782.3686 | -1443547.2271 |
Total P&L (%) | 149.6256 | 203.8914 | -54.2658 | -108.7649 | 1334.7824 | -1443.5472 |
Avg Daily Profit (%) | 0.0939 | 0.128 | -0.0341 | 0 | 0.1673 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -377514 | -178535 | -276355 | -3124759 | -804212 | -3304865 |
Profit Factor | 1.0747 | 1.2142 | 0.9484 | 0.9877 | 1.4259 | 0.7471 |
Total Trades | 659 | 329 | 330 | 659 | 329 | 330 |
Winning Trades | 255 | 134 | 121 | 385 | 176 | 209 |
Losing Trades | 404 | 195 | 209 | 274 | 153 | 121 |
Profitability (%) | 38.695 | 40.7295 | 36.6667 | 58.4219 | 53.4954 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.7026 | 1.767 | 1.6382 | 0.7029 | 1.2396 | 0.4325 |
Largest Winning Trade | 124063 | 124063 | 43241 | 1299049 | 1299049 | 305486 |
Largest Losing Trade | -126032 | -33161 | -126032 | -2956895 | -328233 | -2956895 |
Avg Bars in Trades | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Winners | 11 | 9 | 14 | 9 | 9 | 9 |
Avg Bars in Losers | 8 | 8 | 7 | 9 | 8 | 11 |
Bars Traded | 6333 | 2948 | 3385 | 6333 | 2948 | 3385 |
Profit Streak | 10.5859 | 0 | 11.5859 | 0 | 20.8359 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204901 | -23668 | -581107 | -575965 | 434377 | -577601 |
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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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