Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393687.0487 | 388406.9346 | 5280.1141 | -17336.993 | 91027.0292 | -108364.0222 |
Total P&L (%) | 393.687 | 388.4069 | 5.2801 | -17.337 | 91.027 | -108.364 |
Avg Daily Profit (%) | 0.2065 | 0.2037 | 0.0028 | -0.01 | 0.034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184607 | -154229 | -125089 | -1032118 | -913023 | -561147 |
Profit Factor | 1.353 | 1.686 | 1.0096 | 0.9957 | 1.0438 | 0.9454 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 133 | 63 | 70 | 133 | 63 | 70 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 48.1884 | 45.6522 | 50.7246 | 48.1884 | 45.6522 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.4547 | 2.0071 | 0.9808 | 1.0706 | 1.2427 | 0.9184 |
Largest Winning Trade | 236665 | 236665 | 49346 | 303174 | 303174 | 234620 |
Largest Losing Trade | -57633 | -30298 | -57633 | -358955 | -238858 | -358955 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 55 | 43 | 67 | 55 | 43 | 67 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 11152 | 4831 | 6321 | 11152 | 4831 | 6321 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317653 | 322844 | -566599 | -578372 | -321729 | -580872 |
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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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