Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302638.8269 | 376047.9981 | -73409.1712 | -100358.561 | 96398.7135 | -196757.2745 |
Total P&L (%) | 302.6388 | 376.048 | -73.4092 | -100.3586 | 96.3987 | -196.7573 |
Avg Daily Profit (%) | 0.1627 | 0.2021 | -0.0395 | 0 | 0.0363 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -380074 | -178364 | -275396 | -232818 | -1656 | -249824 |
Profit Factor | 1.2258 | 1.6744 | 0.9062 | 0.626 | 35.827 | 0.2592 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 101 | 48 | 53 | 90 | 48 | 42 |
Losing Trades | 85 | 45 | 40 | 96 | 45 | 51 |
Profitability (%) | 54.3011 | 51.6129 | 56.9892 | 48.3871 | 51.6129 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.0316 | 1.5698 | 0.684 | 0.6678 | 33.5878 | 0.3147 |
Largest Winning Trade | 359425 | 359425 | 47801 | 44270 | 44270 | 27298 |
Largest Losing Trade | -104995 | -44406 | -104995 | -232818 | -1656 | -232818 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 41 | 40 | 43 | 37 | 35 | 40 |
Avg Bars in Losers | 36 | 34 | 39 | 40 | 38 | 42 |
Bars Traded | 7345 | 3473 | 3871 | 7345 | 3473 | 3871 |
Profit Streak | 0 | 0 | 45.9089 | 15.6589 | 60.1589 | 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 | 304691 | 385717 | -579620 | -579850 | -134738 | -582965 |
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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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