Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379469.86 | 354512.4045 | 24957.4555 | -146963.8666 | 56562.2014 | -203526.068 |
Total P&L (%) | 379.4699 | 354.5124 | 24.9575 | -146.9639 | 56.5622 | -203.5261 |
Avg Daily Profit (%) | 0.204 | 0.1906 | 0.0134 | 0 | 0.0241 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215317 | -185650 | -152172 | -878171 | -697955 | -254358 |
Profit Factor | 1.3584 | 1.6568 | 1.0481 | 0.914 | 1.0594 | 0.7305 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 95 | 43 | 52 | 81 | 39 | 42 |
Losing Trades | 70 | 39 | 31 | 84 | 43 | 41 |
Profitability (%) | 57.5758 | 52.439 | 62.6506 | 49.0909 | 47.561 | 50.6024 |
Ratio Avg Win / Avg Loss | 1.0009 | 1.5027 | 0.6248 | 0.9478 | 1.168 | 0.7131 |
Largest Winning Trade | 118946 | 118946 | 48666 | 214089 | 214089 | 120619 |
Largest Losing Trade | -116283 | -58529 | -116283 | -413043 | -413043 | -213450 |
Avg Bars in Trades | 65 | 92 | 38 | 65 | 92 | 38 |
Avg Bars in Winners | 56 | 74 | 41 | 58 | 77 | 41 |
Avg Bars in Losers | 77 | 112 | 32 | 71 | 106 | 34 |
Bars Traded | 10761 | 7588 | 3173 | 10761 | 7588 | 3173 |
Profit Streak | 6.1052 | 0 | 73.6052 | 0 | 45.6052 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382964 | 235312 | -344760 | -580267 | -321207 | -581031 |
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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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