Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454286.6709 | 410916.3458 | 43370.3251 | -560071.8699 | 342331.5081 | -902403.3779 |
Total P&L (%) | 454.2867 | 410.9163 | 43.3703 | -560.0719 | 342.3315 | -902.4034 |
Avg Daily Profit (%) | 0.244 | 0.2207 | 0.0233 | 0 | 0.0799 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200060 | -87474 | -220549 | -901915 | -190297 | -1049432 |
Profit Factor | 1.2786 | 1.6925 | 1.0418 | 0.8385 | 1.3058 | 0.6158 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 145 | 68 | 77 | 143 | 71 | 72 |
Losing Trades | 137 | 73 | 64 | 139 | 70 | 69 |
Profitability (%) | 51.4184 | 48.227 | 54.6099 | 50.7092 | 50.3546 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.2081 | 1.8169 | 0.8659 | 0.8151 | 1.2874 | 0.5901 |
Largest Winning Trade | 53232 | 53232 | 45811 | 99471 | 93359 | 99471 |
Largest Losing Trade | -167467 | -50027 | -167467 | -529066 | -84092 | -529066 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 13 | 12 | 14 | 12 | 11 | 14 |
Avg Bars in Losers | 12 | 11 | 12 | 13 | 12 | 13 |
Bars Traded | 3682 | 1738 | 1945 | 3682 | 1738 | 1945 |
Profit Streak | 10.8782 | 0 | 28.8782 | 0 | 19.3782 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379125 | 374861 | -338153 | -578933 | -85441 | -580542 |
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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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