Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317873.6282 | 230877.5655 | 86996.0627 | 18549.8367 | 295063.3635 | -276513.5268 |
Total P&L (%) | 317.8736 | 230.8776 | 86.9961 | 18.5498 | 295.0634 | -276.5135 |
Avg Daily Profit (%) | 0.1713 | 0.1244 | 0.0469 | 0.0092 | 0.0741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171961 | -117436 | -128757 | -500556 | -264716 | -344178 |
Profit Factor | 1.3755 | 1.666 | 1.1741 | 1.0126 | 1.5044 | 0.6867 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 62.6866 | 67.1642 | 58.209 | 62.6866 | 67.1642 | 58.209 |
Ratio Avg Win / Avg Loss | 0.8188 | 0.8145 | 0.8429 | 0.6028 | 0.7355 | 0.493 |
Largest Winning Trade | 59486 | 59486 | 49179 | 111785 | 111785 | 75854 |
Largest Losing Trade | -62248 | -41202 | -62248 | -158910 | -156933 | -158910 |
Avg Bars in Trades | 26 | 17 | 34 | 26 | 17 | 34 |
Avg Bars in Winners | 27 | 13 | 43 | 27 | 13 | 43 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 3509 | 1178 | 2331 | 3509 | 1178 | 2331 |
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 | 307134 | -140746 | -276656 | -394449 | -208583 | -696394 |
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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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