Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184584.7571 | 319248.2109 | -134663.4538 | -90322.7663 | 176063.8097 | -266386.576 |
Total P&L (%) | 184.5848 | 319.2482 | -134.6635 | -90.3228 | 176.0638 | -266.3866 |
Avg Daily Profit (%) | 0.0981 | 0.1697 | -0.0716 | -0.124 | 0.054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271402 | -170826 | -189053 | -246550 | -94041 | -270103 |
Profit Factor | 1.1315 | 1.4271 | 0.795 | 0.8738 | 1.6477 | 0.4001 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 51.938 | 48.062 | 55.814 | 51.938 | 48.062 | 55.814 |
Ratio Avg Win / Avg Loss | 1.047 | 1.5422 | 0.6293 | 0.8086 | 1.7806 | 0.3168 |
Largest Winning Trade | 154322 | 154322 | 53780 | 98561 | 98561 | 25361 |
Largest Losing Trade | -54836 | -36924 | -54836 | -92824 | -43890 | -92824 |
Avg Bars in Trades | 20 | 23 | 18 | 20 | 23 | 18 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 5406 | 3005 | 2401 | 5406 | 3005 | 2401 |
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 | -136057 | 311254 | -579958 | -578899 | -118399 | -579958 |
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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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