Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150706.347 | 203555.896 | -52849.549 | -202863.5564 | -64934.2315 | -137929.3249 |
Total P&L (%) | 150.7063 | 203.5559 | -52.8495 | -202.8636 | -64.9342 | -137.9293 |
Avg Daily Profit (%) | 0.1208 | 0.1632 | -0.0424 | 0 | -0.084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225296 | -59805 | -233809 | -260739 | -85575 | -199905 |
Profit Factor | 1.1497 | 1.4549 | 0.9054 | 0.7333 | 0.8241 | 0.6477 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 167 | 83 | 84 | 96 | 48 | 48 |
Losing Trades | 95 | 48 | 47 | 166 | 83 | 83 |
Profitability (%) | 63.7405 | 63.3588 | 64.1221 | 36.6412 | 36.6412 | 36.6412 |
Ratio Avg Win / Avg Loss | 0.654 | 0.8414 | 0.5066 | 1.268 | 1.425 | 1.12 |
Largest Winning Trade | 35167 | 35167 | 16182 | 59705 | 59705 | 48854 |
Largest Losing Trade | -166954 | -51872 | -166954 | -89233 | -54956 | -89233 |
Avg Bars in Trades | 55 | 63 | 48 | 55 | 63 | 48 |
Avg Bars in Winners | 39 | 40 | 38 | 77 | 96 | 57 |
Avg Bars in Losers | 84 | 102 | 66 | 43 | 44 | 42 |
Bars Traded | 14647 | 8322 | 6325 | 14647 | 8322 | 6325 |
Profit Streak | 6.5499 | 6.8833 | 0 | 0 | 0 | 14.9666 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85312 | 319708 | -579154 | -582935 | -584513 | -583926 |
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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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