Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267291.344 | 67969.0711 | 199322.273 | -477959.6331 | 53246.8308 | -531206.4639 |
Total P&L (%) | 267.2913 | 67.9691 | 199.3223 | -477.9596 | 53.2468 | -531.2065 |
Avg Daily Profit (%) | 0.1745 | 0.0444 | 0.1301 | 0 | 0.0279 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188192 | -76893 | -157215 | -1932153 | -688853 | -1422604 |
Profit Factor | 1.2827 | 1.1863 | 1.3434 | 0.9071 | 1.0273 | 0.8336 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 136 | 59 | 77 | 121 | 70 | 51 |
Losing Trades | 122 | 70 | 52 | 137 | 59 | 78 |
Profitability (%) | 52.7132 | 45.7364 | 59.6899 | 46.8992 | 54.2636 | 39.5349 |
Ratio Avg Win / Avg Loss | 1.1507 | 1.4075 | 0.9072 | 1.0271 | 0.8658 | 1.275 |
Largest Winning Trade | 69274 | 69274 | 45409 | 408600 | 270646 | 408600 |
Largest Losing Trade | -143803 | -16196 | -143803 | -518839 | -518839 | -282972 |
Avg Bars in Trades | 23 | 12 | 34 | 23 | 12 | 34 |
Avg Bars in Winners | 22 | 11 | 30 | 24 | 12 | 39 |
Avg Bars in Losers | 24 | 12 | 41 | 22 | 11 | 31 |
Bars Traded | 6031 | 1568 | 4463 | 6031 | 1568 | 4463 |
Profit Streak | 0 | 0 | 0 | 35.2866 | 57.5366 | 35.2866 |
Trades During Streak | 0 | 0 | 0 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336996 | -150963 | -19549 | -577154 | -346835 | -582401 |
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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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