Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267378.5797 | 234687.7709 | 32690.8088 | 39874.5417 | 359730.1348 | -319855.5931 |
Total P&L (%) | 267.3786 | 234.6878 | 32.6908 | 39.8745 | 359.7301 | -319.8556 |
Avg Daily Profit (%) | 0.1659 | 0.1456 | 0.0203 | 0.0208 | 0.0947 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156241 | -138651 | -131318 | -671202 | -461207 | -611060 |
Profit Factor | 1.326 | 1.5702 | 1.08 | 1.0133 | 1.2463 | 0.7915 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 49.6732 | 51.9481 | 47.3684 | 49.6732 | 51.9481 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.3434 | 1.4524 | 1.2 | 1.0267 | 1.1529 | 0.8794 |
Largest Winning Trade | 101018 | 101018 | 62551 | 241021 | 241021 | 151273 |
Largest Losing Trade | -33759 | -33759 | -33597 | -189828 | -189828 | -141065 |
Avg Bars in Trades | 29 | 22 | 36 | 29 | 22 | 36 |
Avg Bars in Winners | 32 | 20 | 46 | 32 | 20 | 46 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 4533 | 1741 | 2791 | 4533 | 1741 | 2791 |
Profit Streak | 0 | 0 | 31.2981 | 0 | 0 | 31.2981 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306885 | -38341 | -350655 | -372200 | -108216 | -630260 |
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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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