Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285601.0874 | 271493.9222 | 14107.1652 | -113265.9353 | 20025.7267 | -133291.662 |
Total P&L (%) | 285.6011 | 271.4939 | 14.1072 | -113.2659 | 20.0257 | -133.2917 |
Avg Daily Profit (%) | 0.1783 | 0.1695 | 0.0088 | 0 | 0.0114 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291884 | -94090 | -234425 | -140459 | -19945 | -148496 |
Profit Factor | 1.3204 | 1.6365 | 1.0303 | 0.5091 | 1.362 | 0.2401 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 72 | 33 | 39 | 60 | 34 | 26 |
Losing Trades | 61 | 33 | 28 | 73 | 32 | 41 |
Profitability (%) | 54.1353 | 50 | 58.209 | 45.1128 | 51.5152 | 38.806 |
Ratio Avg Win / Avg Loss | 1.1187 | 1.6365 | 0.7397 | 0.6194 | 1.2819 | 0.3787 |
Largest Winning Trade | 175024 | 175024 | 50006 | 41982 | 41982 | 15959 |
Largest Losing Trade | -110494 | -46598 | -110494 | -116239 | -12442 | -116239 |
Avg Bars in Trades | 35 | 39 | 31 | 35 | 39 | 31 |
Avg Bars in Winners | 34 | 39 | 29 | 34 | 36 | 32 |
Avg Bars in Losers | 36 | 38 | 33 | 35 | 42 | 29 |
Bars Traded | 4668 | 2583 | 2085 | 4668 | 2583 | 2085 |
Profit Streak | 0 | 193.55 | 0 | 22.8833 | 0 | 67.8833 |
Trades During Streak | 0 | 5 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307173 | -112309 | -523494 | -581779 | -308003 | -701119 |
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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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