Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291108.5639 | 253437.7456 | 37670.8182 | -57512.6844 | 716651.8152 | -774164.4996 |
Total P&L (%) | 291.1086 | 253.4377 | 37.6708 | -57.5127 | 716.6518 | -774.1645 |
Avg Daily Profit (%) | 0.1521 | 0.1324 | 0.0197 | -0.0447 | 0.1098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -308177 | -185943 | -192593 | -907639 | -364153 | -1074901 |
Profit Factor | 1.2066 | 1.3976 | 1.0488 | 0.9787 | 1.8508 | 0.5845 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 49.0566 | 49.6241 | 48.4848 | 49.0566 | 49.6241 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.2531 | 1.4188 | 1.1144 | 1.0164 | 1.8788 | 0.6211 |
Largest Winning Trade | 61749 | 61749 | 35038 | 321507 | 321507 | 130445 |
Largest Losing Trade | -75812 | -33601 | -75812 | -336507 | -153794 | -336507 |
Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Winners | 45 | 43 | 48 | 45 | 43 | 48 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 11319 | 5445 | 5874 | 11319 | 5445 | 5874 |
Profit Streak | 11.486 | 12.8193 | 0 | 11.486 | 12.8193 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301571 | -15266 | -336586 | -577459 | -42201 | -581571 |
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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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