Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400923.891 | 456784.7137 | -55860.8227 | -81280.8812 | 127763.5003 | -209044.3815 |
Total P&L (%) | 400.9239 | 456.7847 | -55.8608 | -81.2809 | 127.7635 | -209.0444 |
Avg Daily Profit (%) | 0.1687 | 0.1922 | -0.0235 | -0.0705 | 0.0347 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209399 | -105190 | -345482 | -330753 | -227030 | -437352 |
Profit Factor | 1.2441 | 1.5637 | 0.9329 | 0.9256 | 1.2551 | 0.6464 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 52.5735 | 50 | 55.1471 | 52.5735 | 50 | 55.1471 |
Ratio Avg Win / Avg Loss | 1.1223 | 1.5637 | 0.7588 | 0.835 | 1.2551 | 0.5258 |
Largest Winning Trade | 87131 | 87131 | 67847 | 107711 | 107711 | 92552 |
Largest Losing Trade | -70553 | -57510 | -70553 | -192056 | -192056 | -100842 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Losers | 15 | 19 | 11 | 15 | 19 | 11 |
Bars Traded | 4681 | 2773 | 1908 | 4681 | 2773 | 1908 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328682 | 376030 | -580026 | -578743 | -146712 | -580026 |
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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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