Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292737.1182 | 236588.1703 | 56148.9479 | -47891.4899 | 121389.0205 | -169280.5104 |
Total P&L (%) | 292.7371 | 236.5882 | 56.1489 | -47.8915 | 121.389 | -169.2805 |
Avg Daily Profit (%) | 0.1539 | 0.1244 | 0.0295 | -0.0343 | 0.0418 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153004 | -173798 | -169880 | -325271 | -193303 | -297011 |
Profit Factor | 1.2289 | 1.3396 | 1.0964 | 0.9646 | 1.1749 | 0.7424 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Profitability (%) | 50.1859 | 50.3704 | 50 | 50.1859 | 50.3704 | 50 |
Ratio Avg Win / Avg Loss | 1.2198 | 1.3199 | 1.0964 | 0.9574 | 1.1576 | 0.7424 |
Largest Winning Trade | 117979 | 117979 | 49757 | 185446 | 185446 | 72303 |
Largest Losing Trade | -47601 | -35431 | -47601 | -96004 | -70524 | -96004 |
Avg Bars in Trades | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Winners | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Losers | 18 | 24 | 12 | 18 | 24 | 12 |
Bars Traded | 5569 | 3274 | 2295 | 5569 | 3274 | 2295 |
Profit Streak | 0 | 0 | 498.4019 | 0 | 0 | 498.4019 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309061 | -26526 | -268211 | -579068 | -165131 | -580114 |
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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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