Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429520.214 | 368954.6324 | 60565.5817 | 57809.2129 | 265405.9906 | -207596.7777 |
Total P&L (%) | 429.5202 | 368.9546 | 60.5656 | 57.8092 | 265.406 | -207.5968 |
Avg Daily Profit (%) | 0.1981 | 0.1702 | 0.0279 | 0.021 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254323 | -203859 | -70346 | -4509064 | -3113593 | -1398133 |
Profit Factor | 1.6404 | 2.0451 | 1.1907 | 1.0072 | 1.0629 | 0.9456 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 49.2647 | 48.5294 | 50 | 49.2647 | 48.5294 | 50 |
Ratio Avg Win / Avg Loss | 1.6894 | 2.169 | 1.1907 | 1.0373 | 1.1273 | 0.9456 |
Largest Winning Trade | 344475 | 344475 | 54185 | 1565266 | 1565266 | 482722 |
Largest Losing Trade | -34768 | -33699 | -34768 | -1137680 | -1137680 | -702358 |
Avg Bars in Trades | 43 | 37 | 50 | 43 | 37 | 50 |
Avg Bars in Winners | 58 | 47 | 68 | 58 | 47 | 68 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 5964 | 2540 | 3424 | 5964 | 2540 | 3424 |
Profit Streak | 0 | 0 | 75.2666 | 0 | 0 | 75.2666 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388281 | -98776 | -274767 | -378099 | -374502 | -688585 |
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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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