Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354650.356 | 291565.6026 | 63084.7534 | 75598.7686 | 168511.6277 | -92912.8591 |
Total P&L (%) | 354.6504 | 291.5656 | 63.0848 | 75.5988 | 168.5116 | -92.9129 |
Avg Daily Profit (%) | 0.1611 | 0.1324 | 0.0287 | 0.0256 | 0.0449 | -0.1202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98196 | -104114 | -103717 | -240590 | -183761 | -167622 |
Profit Factor | 1.2831 | 1.5327 | 1.0894 | 1.049 | 1.2554 | 0.895 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 50.7692 | 50.7692 | 50.7692 | 50.7692 | 50.7692 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.2442 | 1.4863 | 1.0564 | 1.0172 | 1.2174 | 0.8678 |
Largest Winning Trade | 77540 | 77540 | 41097 | 63194 | 63194 | 61484 |
Largest Losing Trade | -51745 | -33069 | -51745 | -104655 | -102280 | -104655 |
Avg Bars in Trades | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Winners | 29 | 16 | 42 | 29 | 16 | 42 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 6388 | 2307 | 4081 | 6388 | 2307 | 4081 |
Profit Streak | 0 | 0 | 56.1841 | 0 | 0 | 56.1841 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324247 | -14559 | -276758 | -323647 | -132996 | -580326 |
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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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