Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300907.611 | 375212.3411 | -74304.7302 | -285619.2321 | 157881.6707 | -443500.9028 |
Total P&L (%) | 300.9076 | 375.2123 | -74.3047 | -285.6192 | 157.8817 | -443.5009 |
Avg Daily Profit (%) | 0.1522 | 0.1897 | -0.0376 | 0 | 0.0479 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214658 | -72362 | -309835 | -892190 | -335423 | -894911 |
Profit Factor | 1.3029 | 1.9463 | 0.8755 | 0.8643 | 1.2164 | 0.6774 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 68 | 30 | 38 | 62 | 32 | 30 |
Losing Trades | 65 | 36 | 29 | 71 | 34 | 37 |
Profitability (%) | 51.1278 | 45.4545 | 56.7164 | 46.6165 | 48.4848 | 44.7761 |
Ratio Avg Win / Avg Loss | 1.2454 | 2.3355 | 0.6682 | 0.9897 | 1.2924 | 0.8355 |
Largest Winning Trade | 166358 | 166358 | 60623 | 303346 | 112266 | 303346 |
Largest Losing Trade | -185357 | -45789 | -185357 | -467465 | -126101 | -467465 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 29 | 30 | 28 | 32 | 36 | 27 |
Avg Bars in Losers | 27 | 28 | 26 | 25 | 23 | 27 |
Bars Traded | 3805 | 1959 | 1846 | 3805 | 1959 | 1846 |
Profit Streak | 520.3011 | 0 | 554.3011 | 0 | 632.8011 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312266 | -114718 | -695726 | -581463 | -252503 | -699489 |
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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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