Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383036.3767 | 390263.1847 | -7226.808 | -21905.1385 | 17088.5549 | -38993.6934 |
Total P&L (%) | 383.0364 | 390.2632 | -7.2268 | -21.9051 | 17.0886 | -38.9937 |
Avg Daily Profit (%) | 0.1999 | 0.2037 | -0.0038 | -0.0129 | 0.0082 | -0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201732 | -104385 | -168846 | -391113 | -273356 | -208305 |
Profit Factor | 1.4239 | 1.9791 | 0.9857 | 0.9814 | 1.0275 | 0.9304 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 51.5152 | 53.0303 | 50 | 51.5152 | 53.0303 | 50 |
Ratio Avg Win / Avg Loss | 1.3402 | 1.7529 | 0.9857 | 0.9237 | 0.9101 | 0.9304 |
Largest Winning Trade | 200428 | 200428 | 62887 | 122819 | 122819 | 102064 |
Largest Losing Trade | -52567 | -41766 | -52567 | -105364 | -105364 | -92211 |
Avg Bars in Trades | 84 | 59 | 108 | 84 | 59 | 108 |
Avg Bars in Winners | 79 | 47 | 114 | 79 | 47 | 114 |
Avg Bars in Losers | 89 | 74 | 103 | 89 | 74 | 103 |
Bars Traded | 11129 | 3953 | 7176 | 11129 | 3953 | 7176 |
Profit Streak | 0 | 0 | 75.3184 | 0 | 0 | 75.3184 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324278 | -112375 | -703585 | -580231 | -506339 | -703585 |
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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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