Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319909.9367 | 338845.6677 | -18935.731 | -112512.5423 | 139831.218 | -252343.7603 |
Total P&L (%) | 319.9099 | 338.8457 | -18.9357 | -112.5125 | 139.8312 | -252.3438 |
Avg Daily Profit (%) | 0.1714 | 0.1815 | -0.0101 | 0 | 0.0469 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165560 | -138060 | -111200 | -335504 | -187416 | -301408 |
Profit Factor | 1.1972 | 1.5193 | 0.9805 | 0.9016 | 1.3322 | 0.6506 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 151 | 74 | 77 | 152 | 78 | 74 |
Losing Trades | 152 | 78 | 74 | 151 | 74 | 77 |
Profitability (%) | 49.835 | 48.6842 | 50.9934 | 50.165 | 51.3158 | 49.0066 |
Ratio Avg Win / Avg Loss | 1.2051 | 1.6015 | 0.9423 | 0.8956 | 1.2639 | 0.677 |
Largest Winning Trade | 112200 | 112200 | 47622 | 81067 | 81067 | 30338 |
Largest Losing Trade | -108879 | -40262 | -108879 | -112390 | -82614 | -112390 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 14 | 13 | 15 | 10 | 10 | 11 |
Avg Bars in Losers | 9 | 8 | 10 | 13 | 12 | 14 |
Bars Traded | 3674 | 1712 | 1963 | 3674 | 1712 | 1963 |
Profit Streak | 0 | 0 | 0 | 6.0384 | 6.0384 | 7.5384 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 200657 | 360189 | -580135 | -577724 | -128652 | -579972 |
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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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