Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413966.4132 | 353433.727 | 60532.6862 | -100146.0336 | 49076.6846 | -149222.7181 |
Total P&L (%) | 413.9664 | 353.4337 | 60.5327 | -100.146 | 49.0767 | -149.2227 |
Avg Daily Profit (%) | 0.221 | 0.1887 | 0.0323 | 0 | 0.0213 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147818 | -116151 | -199278 | -147819 | -1177 | -160400 |
Profit Factor | 1.3672 | 1.7217 | 1.0949 | 0.4819 | 10.6046 | 0.2071 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 118 | 58 | 60 | 106 | 57 | 49 |
Losing Trades | 85 | 43 | 42 | 97 | 44 | 53 |
Profitability (%) | 58.1281 | 57.4257 | 58.8235 | 52.2167 | 56.4356 | 48.0392 |
Ratio Avg Win / Avg Loss | 0.9849 | 1.2764 | 0.7665 | 0.441 | 8.186 | 0.224 |
Largest Winning Trade | 81195 | 81195 | 41288 | 27018 | 27018 | 22955 |
Largest Losing Trade | -134181 | -48872 | -134181 | -126744 | -2048 | -126744 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 15 | 15 | 16 | 16 | 13 | 18 |
Avg Bars in Losers | 20 | 18 | 22 | 19 | 20 | 18 |
Bars Traded | 3592 | 1681 | 1910 | 3592 | 1681 | 1910 |
Profit Streak | 29.5369 | 29.5369 | 30.0369 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377584 | 402191 | -265965 | -579150 | -156160 | -581545 |
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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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