Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398932.1088 | 319902.0331 | 79030.0757 | 28100.1825 | 159353.2138 | -131253.0313 |
Total P&L (%) | 398.9321 | 319.902 | 79.0301 | 28.1002 | 159.3532 | -131.253 |
Avg Daily Profit (%) | 0.184 | 0.1476 | 0.0365 | 0.0114 | 0.044 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129508 | -85858 | -165471 | -369638 | -299313 | -307516 |
Profit Factor | 1.2605 | 1.4896 | 1.09 | 1.012 | 1.1588 | 0.9014 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Losing Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Profitability (%) | 53.9394 | 55.1515 | 52.7273 | 53.9394 | 55.1515 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.0763 | 1.2113 | 0.9772 | 0.8642 | 0.9423 | 0.8082 |
Largest Winning Trade | 70589 | 70589 | 51037 | 63217 | 59269 | 63217 |
Largest Losing Trade | -54657 | -41641 | -54657 | -145276 | -145276 | -92979 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4259 | 2129 | 2130 | 4259 | 2129 | 2130 |
Profit Streak | 0 | 0 | 38.7269 | 0 | 0 | 38.7269 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354261 | 231553 | -265488 | -387299 | -180464 | -578849 |
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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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