Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369667.3782 | 337543.3456 | 32124.0326 | -232452.5555 | 84146.2779 | -316598.8334 |
Total P&L (%) | 369.6674 | 337.5433 | 32.124 | -232.4526 | 84.1463 | -316.5988 |
Avg Daily Profit (%) | 0.2086 | 0.1905 | 0.0181 | 0 | 0.0345 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152722 | -144595 | -143028 | -637993 | -288519 | -443290 |
Profit Factor | 1.2304 | 1.4205 | 1.0401 | 0.8896 | 1.0877 | 0.7236 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 177 | 84 | 93 | 169 | 93 | 76 |
Losing Trades | 163 | 86 | 77 | 171 | 77 | 94 |
Profitability (%) | 52.0588 | 49.4118 | 54.7059 | 49.7059 | 54.7059 | 44.7059 |
Ratio Avg Win / Avg Loss | 1.133 | 1.4543 | 0.8611 | 0.9001 | 0.9006 | 0.8949 |
Largest Winning Trade | 81910 | 81910 | 32000 | 116486 | 116486 | 114846 |
Largest Losing Trade | -128851 | -61242 | -128851 | -294323 | -123002 | -294323 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5125 | 2563 | 2562 | 5125 | 2563 | 2562 |
Profit Streak | 12.2912 | 27.6246 | 12.2912 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387361 | 351193 | -347842 | -578836 | -271372 | -582224 |
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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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