Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364320.5717 | 414442.7967 | -50122.225 | -117177.3712 | 61807.9624 | -178985.3336 |
Total P&L (%) | 364.3206 | 414.4428 | -50.1222 | -117.1774 | 61.808 | -178.9853 |
Avg Daily Profit (%) | 0.1948 | 0.2216 | -0.0268 | 0 | 0.0257 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216727 | -138733 | -222331 | -210682 | -16845 | -224067 |
Profit Factor | 1.2918 | 1.7311 | 0.9265 | 0.7221 | 1.6244 | 0.4452 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 93 | 45 | 48 | 82 | 44 | 38 |
Losing Trades | 78 | 41 | 37 | 89 | 42 | 47 |
Profitability (%) | 54.386 | 52.3256 | 56.4706 | 47.9532 | 51.1628 | 44.7059 |
Ratio Avg Win / Avg Loss | 1.0834 | 1.5772 | 0.7142 | 0.7837 | 1.5506 | 0.5506 |
Largest Winning Trade | 254209 | 254209 | 51518 | 34157 | 34157 | 27806 |
Largest Losing Trade | -128892 | -40706 | -128892 | -175186 | -11283 | -175186 |
Avg Bars in Trades | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Winners | 62 | 59 | 64 | 63 | 59 | 67 |
Avg Bars in Losers | 64 | 60 | 69 | 63 | 60 | 65 |
Bars Traded | 10825 | 5155 | 5670 | 10825 | 5155 | 5670 |
Profit Streak | 0 | 0 | 53.3595 | 22.6928 | 63.8595 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326693 | 398330 | -579703 | -580130 | -155157 | -583163 |
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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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