Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469598.3277 | 369980.4165 | 99617.9112 | -289413.964 | 69432.748 | -358846.712 |
Total P&L (%) | 469.5983 | 369.9804 | 99.6179 | -289.414 | 69.4327 | -358.8467 |
Avg Daily Profit (%) | 0.2955 | 0.2328 | 0.0627 | 0 | 0.0332 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159256 | -149277 | -140788 | -959224 | -500883 | -694801 |
Profit Factor | 1.3529 | 1.6291 | 1.1341 | 0.9005 | 1.0551 | 0.7822 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 164 | 81 | 83 | 164 | 83 | 81 |
Losing Trades | 165 | 83 | 82 | 165 | 81 | 84 |
Profitability (%) | 49.848 | 49.3902 | 50.303 | 49.848 | 50.6098 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.3611 | 1.6693 | 1.1205 | 0.906 | 1.0296 | 0.8112 |
Largest Winning Trade | 135168 | 135168 | 45370 | 272474 | 272474 | 122300 |
Largest Losing Trade | -116459 | -38187 | -116459 | -552085 | -254789 | -552085 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4582 | 2284 | 2298 | 4582 | 2284 | 2298 |
Profit Streak | 0 | 0 | 0 | 12.6755 | 17.3421 | 12.6755 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388204 | 407896 | -181583 | -577756 | -307309 | -579931 |
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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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