Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645160.6538 | 641728.4367 | 3432.217 | -30031.9848 | 153123.736 | -183155.7209 |
Total P&L (%) | 645.1607 | 641.7284 | 3.4322 | -30.032 | 153.1237 | -183.1557 |
Avg Daily Profit (%) | 0.2667 | 0.2653 | 0.0014 | -0.0148 | 0.0384 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222079 | -185902 | -125414 | -875470 | -651328 | -294909 |
Profit Factor | 1.7381 | 2.5247 | 1.0076 | 0.9842 | 1.1544 | 0.7972 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 52.2388 | 47.7612 | 56.7164 | 52.2388 | 47.7612 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.5891 | 2.7614 | 0.7689 | 0.8998 | 1.2626 | 0.6084 |
Largest Winning Trade | 513051 | 513051 | 65259 | 438350 | 438350 | 166607 |
Largest Losing Trade | -53456 | -37581 | -53456 | -289619 | -289619 | -243491 |
Avg Bars in Trades | 34 | 27 | 40 | 34 | 27 | 40 |
Avg Bars in Winners | 40 | 33 | 46 | 40 | 33 | 46 |
Avg Bars in Losers | 26 | 22 | 32 | 26 | 22 | 32 |
Bars Traded | 4569 | 1872 | 2697 | 4569 | 1872 | 2697 |
Profit Streak | 0 | 0 | 19.9466 | 0 | 0 | 19.9466 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451725 | -104142 | -685808 | -580132 | -309846 | -696031 |
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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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