Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410064.9236 | 396881.8257 | 13183.0979 | -6083.0693 | -112250.4983 | 106167.4291 |
Total P&L (%) | 410.0649 | 396.8818 | 13.1831 | -6.0831 | -112.2505 | 106.1674 |
Avg Daily Profit (%) | 0.2074 | 0.2008 | 0.0067 | -0.0032 | 0 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256011 | -175169 | -99307 | -2036362 | -1460668 | -596492 |
Profit Factor | 1.3398 | 1.6298 | 1.0229 | 0.9989 | 0.9621 | 1.0454 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 50 | 46.2687 | 53.7313 | 50 | 46.2687 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.3398 | 1.8926 | 0.8808 | 0.9989 | 1.1173 | 0.9002 |
Largest Winning Trade | 165511 | 165511 | 69502 | 861479 | 728799 | 861479 |
Largest Losing Trade | -57418 | -45696 | -57418 | -960084 | -960084 | -394992 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 7734 | 3708 | 4026 | 7734 | 3708 | 4026 |
Profit Streak | 0 | 0 | 497.1434 | 0 | 0 | 497.1434 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348885 | 336287 | -446467 | -579098 | -580483 | -314993 |
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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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