Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216924.3658 | -17119.21 | 234043.5758 | 626.6288 | -217404.9441 | 218031.5728 |
Total P&L (%) | 216.9244 | -17.1192 | 234.0436 | 0.6266 | -217.4049 | 218.0316 |
Avg Daily Profit (%) | 0.1418 | -0.0112 | 0.1529 | 0.0004 | 0 | 0.0756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105518 | -110059 | -96590 | -703489 | -442865 | -420779 |
Profit Factor | 1.2375 | 0.9688 | 1.6418 | 1.0002 | 0.8606 | 1.1677 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 157 | 71 | 86 | 157 | 71 | 86 |
Losing Trades | 115 | 65 | 50 | 115 | 65 | 50 |
Profitability (%) | 57.7206 | 52.2059 | 63.2353 | 57.7206 | 52.2059 | 63.2353 |
Ratio Avg Win / Avg Loss | 0.9064 | 0.8869 | 0.9545 | 0.7326 | 0.7878 | 0.6789 |
Largest Winning Trade | 51920 | 51920 | 33351 | 247477 | 247477 | 109227 |
Largest Losing Trade | -66055 | -50099 | -66055 | -344339 | -155022 | -344339 |
Avg Bars in Trades | 32 | 43 | 21 | 32 | 43 | 21 |
Avg Bars in Winners | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Losers | 43 | 57 | 26 | 43 | 57 | 26 |
Bars Traded | 8862 | 5895 | 2967 | 8862 | 5895 | 2967 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3347 | -580685 | 336594 | -577569 | -580685 | -127928 |
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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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