Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557450.4647 | 404247.5138 | 153202.9509 | -221034.3601 | -18567.2813 | -202467.0788 |
Total P&L (%) | 557.4505 | 404.2475 | 153.203 | -221.0344 | -18.5673 | -202.4671 |
Avg Daily Profit (%) | 0.2989 | 0.2168 | 0.0822 | 0 | -0.011 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132445 | -110908 | -176725 | -1554265 | -418055 | -1468156 |
Profit Factor | 1.5123 | 1.9439 | 1.2322 | 0.9514 | 0.99 | 0.9251 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 155 | 75 | 80 | 145 | 67 | 78 |
Losing Trades | 128 | 66 | 62 | 138 | 74 | 64 |
Profitability (%) | 54.7703 | 53.1915 | 56.338 | 51.2367 | 47.5177 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.2488 | 1.7107 | 0.9549 | 0.9055 | 1.0934 | 0.759 |
Largest Winning Trade | 96169 | 96169 | 42875 | 366283 | 158333 | 366283 |
Largest Losing Trade | -111848 | -39582 | -111848 | -909440 | -218620 | -909440 |
Avg Bars in Trades | 38 | 38 | 37 | 38 | 38 | 37 |
Avg Bars in Winners | 35 | 35 | 35 | 34 | 36 | 33 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 40 | 42 |
Bars Traded | 10817 | 5439 | 5378 | 10817 | 5439 | 5378 |
Profit Streak | 0 | 0 | 0 | 8.7749 | 13.2749 | 8.7749 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445067 | 420825 | -84621 | -578018 | -579652 | -579647 |
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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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