Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461688.8958 | 398749.9479 | 62938.9479 | -579772.3058 | -152470.4976 | -427301.8082 |
Total P&L (%) | 461.6889 | 398.7499 | 62.9389 | -579.7723 | -152.4705 | -427.3018 |
Avg Daily Profit (%) | 0.291 | 0.2514 | 0.0397 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262889 | -137252 | -223752 | -650576 | -305148 | -452626 |
Profit Factor | 1.2967 | 1.518 | 1.08 | 0.7464 | 0.8572 | 0.6492 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 195 | 95 | 100 | 142 | 75 | 67 |
Losing Trades | 138 | 72 | 66 | 191 | 92 | 99 |
Profitability (%) | 58.5586 | 56.8862 | 60.241 | 42.6426 | 44.9102 | 40.3614 |
Ratio Avg Win / Avg Loss | 0.9176 | 1.1505 | 0.7128 | 1.0039 | 1.0515 | 0.9592 |
Largest Winning Trade | 237970 | 237970 | 48101 | 129681 | 129681 | 75094 |
Largest Losing Trade | -160203 | -38290 | -160203 | -179293 | -86126 | -179293 |
Avg Bars in Trades | 14 | 16 | 11 | 14 | 16 | 11 |
Avg Bars in Winners | 12 | 13 | 11 | 15 | 18 | 11 |
Avg Bars in Losers | 16 | 20 | 11 | 13 | 14 | 11 |
Bars Traded | 4678 | 2753 | 1924 | 4678 | 2753 | 1924 |
Profit Streak | 15.4641 | 37.4641 | 15.4641 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410792 | 450081 | -272047 | -579953 | -580493 | -583934 |
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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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