Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289600.5807 | 237271.9041 | 52328.6765 | -47401.8454 | 93103.1938 | -140505.0391 |
Total P&L (%) | 289.6006 | 237.2719 | 52.3287 | -47.4018 | 93.1032 | -140.505 |
Avg Daily Profit (%) | 0.1512 | 0.1239 | 0.0273 | -0.0335 | 0.0344 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127944 | -92122 | -81673 | -270564 | -196797 | -234403 |
Profit Factor | 1.3746 | 1.5851 | 1.1423 | 0.969 | 1.1239 | 0.8199 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 50.7246 | 44.9275 | 56.5217 | 50.7246 | 44.9275 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.3353 | 1.943 | 0.8787 | 0.9414 | 1.3777 | 0.6307 |
Largest Winning Trade | 235693 | 235693 | 53670 | 195970 | 195970 | 60689 |
Largest Losing Trade | -81673 | -26127 | -81673 | -234403 | -64048 | -234403 |
Avg Bars in Trades | 26 | 19 | 32 | 26 | 19 | 32 |
Avg Bars in Winners | 32 | 22 | 40 | 32 | 22 | 40 |
Avg Bars in Losers | 19 | 17 | 23 | 19 | 17 | 23 |
Bars Traded | 3616 | 1357 | 2259 | 3616 | 1357 | 2259 |
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 | 305301 | -128363 | -324006 | -580040 | -334878 | -681612 |
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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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