Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398352.3168 | 311545.6562 | 86806.6605 | -65850.7787 | 466833.0118 | -532683.7905 |
Total P&L (%) | 398.3523 | 311.5457 | 86.8067 | -65.8508 | 466.833 | -532.6838 |
Avg Daily Profit (%) | 0.2697 | 0.2109 | 0.0588 | -0.0727 | 0.1175 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272419 | -151475 | -126867 | -1125091 | -491652 | -649921 |
Profit Factor | 1.311 | 1.5402 | 1.1233 | 0.9707 | 1.4974 | 0.5926 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 135 | 73 | 62 | 135 | 73 | 62 |
Profitability (%) | 48.8636 | 44.697 | 53.0303 | 48.8636 | 44.697 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.3719 | 1.9057 | 0.9949 | 1.0158 | 1.8527 | 0.5248 |
Largest Winning Trade | 94325 | 94325 | 62116 | 369073 | 369073 | 62616 |
Largest Losing Trade | -86420 | -34536 | -86420 | -385639 | -205648 | -385639 |
Avg Bars in Trades | 22 | 16 | 27 | 22 | 16 | 27 |
Avg Bars in Winners | 25 | 17 | 32 | 25 | 17 | 32 |
Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
Bars Traded | 5830 | 2201 | 3629 | 5830 | 2201 | 3629 |
Profit Streak | 0 | 0 | 9.7935 | 0 | 0 | 9.7935 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345048 | 301998 | -199929 | -577894 | -35686 | -579647 |
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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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