Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383337.5943 | 397001.4607 | -13663.8664 | -80360.0331 | -39415.4761 | -40944.5571 |
Total P&L (%) | 383.3376 | 397.0015 | -13.6639 | -80.36 | -39.4155 | -40.9446 |
Avg Daily Profit (%) | 0.2062 | 0.2135 | -0.0073 | -0.0875 | -0.0269 | -0.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219619 | -91234 | -208086 | -73550 | -31481 | -54426 |
Profit Factor | 1.2109 | 1.4285 | 0.9847 | 0.7495 | 0.7741 | 0.7202 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Losing Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Profitability (%) | 52.2222 | 51.8519 | 52.5926 | 52.2222 | 51.8519 | 52.5926 |
Ratio Avg Win / Avg Loss | 1.1079 | 1.3265 | 0.8876 | 0.6857 | 0.7188 | 0.6492 |
Largest Winning Trade | 104281 | 104281 | 43120 | 8146 | 8146 | 7527 |
Largest Losing Trade | -58795 | -56957 | -58795 | -27502 | -27502 | -27108 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 5521 | 2760 | 2761 | 5521 | 2760 | 2761 |
Profit Streak | 8.7917 | 0 | 15.4584 | 8.7917 | 0 | 15.4584 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354992 | 321391 | -579778 | -578130 | -580456 | -579778 |
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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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