Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397327.8508 | 395201.3741 | 2126.4767 | -7927.9849 | 95839.2154 | -103767.2004 |
Total P&L (%) | 397.3279 | 395.2014 | 2.1265 | -7.928 | 95.8392 | -103.7672 |
Avg Daily Profit (%) | 0.2084 | 0.2073 | 0.0011 | -0.0043 | 0.0353 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206522 | -153572 | -125458 | -547374 | -425217 | -288637 |
Profit Factor | 1.3591 | 1.7815 | 1.0035 | 0.9961 | 1.1043 | 0.9071 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Losing Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Profitability (%) | 50.3731 | 52.2388 | 48.5075 | 50.3731 | 52.2388 | 48.5075 |
Ratio Avg Win / Avg Loss | 1.339 | 1.6288 | 1.0653 | 0.9813 | 1.0097 | 0.9629 |
Largest Winning Trade | 349991 | 349991 | 61897 | 140889 | 132085 | 140889 |
Largest Losing Trade | -38168 | -29487 | -38168 | -138402 | -138402 | -109426 |
Avg Bars in Trades | 27 | 23 | 32 | 27 | 23 | 32 |
Avg Bars in Winners | 35 | 25 | 47 | 35 | 25 | 47 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 7433 | 3087 | 4346 | 7433 | 3087 | 4346 |
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 | 355178 | 411511 | -574509 | -579049 | -251207 | -581557 |
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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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