Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480956.98 | 495354.0076 | -14397.0276 | 108561.9221 | 412328.93 | -303767.0079 |
Total P&L (%) | 480.957 | 495.354 | -14.397 | 108.5619 | 412.3289 | -303.767 |
Avg Daily Profit (%) | 0.2084 | 0.2146 | -0.0062 | 0.0319 | 0.0708 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166292 | -162886 | -120618 | -1634377 | -1328396 | -816245 |
Profit Factor | 1.5138 | 2.0676 | 0.9695 | 1.0267 | 1.1806 | 0.8296 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 51.0949 | 49.2754 | 52.9412 | 51.0949 | 49.2754 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.4489 | 2.1284 | 0.8618 | 0.9827 | 1.2153 | 0.7374 |
Largest Winning Trade | 178159 | 178159 | 77240 | 625973 | 625973 | 347723 |
Largest Losing Trade | -53857 | -35258 | -53857 | -561769 | -561769 | -379779 |
Avg Bars in Trades | 30 | 21 | 40 | 30 | 21 | 40 |
Avg Bars in Winners | 39 | 22 | 55 | 39 | 22 | 55 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4232 | 1489 | 2743 | 4232 | 1489 | 2743 |
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 | 345161 | -90285 | -689577 | -342653 | -222227 | -689577 |
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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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