Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254617.1435 | 289366.0915 | -34748.948 | -401701.5888 | 17269.3836 | -418970.9724 |
Total P&L (%) | 254.6171 | 289.3661 | -34.7489 | -401.7016 | 17.2694 | -418.971 |
Avg Daily Profit (%) | 0.1352 | 0.1537 | -0.0185 | 0 | 0.0085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207639 | -88502 | -235028 | -725166 | -406110 | -595644 |
Profit Factor | 1.1864 | 1.4522 | 0.9521 | 0.8965 | 1.009 | 0.7874 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 136 | 71 | 65 | 121 | 60 | 61 |
Losing Trades | 116 | 55 | 61 | 131 | 66 | 65 |
Profitability (%) | 53.9683 | 56.3492 | 51.5873 | 48.0159 | 47.619 | 48.4127 |
Ratio Avg Win / Avg Loss | 1.012 | 1.1249 | 0.8935 | 0.9706 | 1.1099 | 0.839 |
Largest Winning Trade | 73284 | 73284 | 36362 | 198232 | 108621 | 198232 |
Largest Losing Trade | -176757 | -50198 | -176757 | -168358 | -100583 | -168358 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 13 | 14 |
Bars Traded | 3507 | 1742 | 1765 | 3507 | 1742 | 1765 |
Profit Streak | 0 | 0 | 23.4546 | 9.9546 | 16.4546 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25854 | 328321 | -579968 | -579289 | -401115 | -581337 |
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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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