Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306709.0797 | 203470.3062 | 103238.7735 | 79813.7587 | 197058.6188 | -117244.8601 |
Total P&L (%) | 306.7091 | 203.4703 | 103.2388 | 79.8138 | 197.0586 | -117.2449 |
Avg Daily Profit (%) | 0.1827 | 0.1212 | 0.0615 | 0.035 | 0.0649 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159102 | -116448 | -115887 | -417811 | -271328 | -326106 |
Profit Factor | 1.2614 | 1.3355 | 1.1822 | 1.0367 | 1.1859 | 0.8949 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 141 | 62 | 79 | 141 | 62 | 79 |
Losing Trades | 129 | 73 | 56 | 129 | 73 | 56 |
Profitability (%) | 52.2222 | 45.9259 | 58.5185 | 52.2222 | 45.9259 | 58.5185 |
Ratio Avg Win / Avg Loss | 1.1541 | 1.5725 | 0.838 | 0.9485 | 1.3963 | 0.6343 |
Largest Winning Trade | 82683 | 82683 | 38228 | 133005 | 133005 | 46558 |
Largest Losing Trade | -38160 | -30111 | -38160 | -143149 | -75428 | -143149 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Losers | 36 | 36 | 35 | 36 | 36 | 35 |
Bars Traded | 9861 | 4961 | 4900 | 9861 | 4961 | 4900 |
Profit Streak | 0 | 21.5543 | 0 | 0 | 21.5543 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324795 | -30995 | -131703 | -326324 | -123606 | -579870 |
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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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