Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379260.1431 | 406328.3154 | -27068.1724 | -100926.3371 | 16110.0934 | -117036.4305 |
Total P&L (%) | 379.2601 | 406.3283 | -27.0682 | -100.9263 | 16.1101 | -117.0364 |
Avg Daily Profit (%) | 0.2036 | 0.2181 | -0.0145 | 0 | 0.008 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149132 | -102556 | -164556 | -108443 | -19991 | -101882 |
Profit Factor | 1.2031 | 1.5223 | 0.9752 | 0.4426 | 1.4529 | 0.1956 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 171 | 86 | 85 | 163 | 85 | 78 |
Losing Trades | 165 | 82 | 83 | 173 | 83 | 90 |
Profitability (%) | 50.8929 | 51.1905 | 50.5952 | 48.5119 | 50.5952 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.1609 | 1.4515 | 0.9522 | 0.4698 | 1.4187 | 0.2257 |
Largest Winning Trade | 181728 | 181728 | 42413 | 13068 | 13068 | 11330 |
Largest Losing Trade | -101192 | -28079 | -101192 | -73716 | -13667 | -73716 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Losers | 16 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 5362 | 2390 | 2972 | 5362 | 2390 | 2972 |
Profit Streak | 12.8792 | 0 | 14.8792 | 0 | 22.8792 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356556 | 359093 | -579511 | -579322 | -189352 | -581564 |
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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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