Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325128.0765 | 293371.1106 | 31756.9659 | 53260.1725 | -132237.7186 | 185497.8911 |
Total P&L (%) | 325.1281 | 293.3711 | 31.757 | 53.2602 | -132.2377 | 185.4979 |
Avg Daily Profit (%) | 0.1702 | 0.1536 | 0.0166 | 0.0224 | 0 | 0.0549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258654 | -135680 | -170619 | -1325522 | -840728 | -701347 |
Profit Factor | 1.3755 | 1.663 | 1.075 | 1.0134 | 0.9415 | 1.1083 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 52.5547 | 52.1739 | 52.9412 | 52.5547 | 52.1739 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.2418 | 1.5244 | 0.9556 | 0.9149 | 0.8631 | 0.9852 |
Largest Winning Trade | 82395 | 82395 | 51906 | 327650 | 327650 | 203303 |
Largest Losing Trade | -46484 | -33878 | -46484 | -447988 | -447988 | -302063 |
Avg Bars in Trades | 165 | 133 | 197 | 165 | 133 | 197 |
Avg Bars in Winners | 174 | 144 | 204 | 174 | 144 | 204 |
Avg Bars in Losers | 154 | 121 | 189 | 154 | 121 | 189 |
Bars Traded | 22659 | 9224 | 13435 | 22659 | 9224 | 13435 |
Profit Streak | 0 | 0 | 8.8082 | 0 | 0 | 8.8082 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309810 | -91024 | -421386 | -370874 | -682176 | -330741 |
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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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