Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323133.1323 | 260842.4582 | 62290.674 | -34115.9744 | 131255.0462 | -165371.0205 |
Total P&L (%) | 323.1331 | 260.8425 | 62.2907 | -34.116 | 131.255 | -165.371 |
Avg Daily Profit (%) | 0.1688 | 0.1362 | 0.0325 | -0.0218 | 0.0438 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123308 | -103789 | -81673 | -342283 | -294594 | -293611 |
Profit Factor | 1.4397 | 1.6937 | 1.1736 | 0.9791 | 1.1708 | 0.8087 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 56.3492 | 55.5556 | 57.1429 | 56.3492 | 55.5556 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1153 | 1.355 | 0.8802 | 0.7585 | 0.9366 | 0.6065 |
Largest Winning Trade | 235693 | 235693 | 53157 | 286578 | 286578 | 78283 |
Largest Losing Trade | -81673 | -34115 | -81673 | -293611 | -105866 | -293611 |
Avg Bars in Trades | 28 | 20 | 35 | 28 | 20 | 35 |
Avg Bars in Winners | 34 | 21 | 47 | 34 | 21 | 47 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 3560 | 1294 | 2266 | 3560 | 1294 | 2266 |
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 | 350172 | -154729 | -326923 | -579343 | -314410 | -726532 |
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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) |
---|