Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293225.2753 | 249899.9031 | 43325.3722 | -34265.9064 | 310429.043 | -344694.9494 |
Total P&L (%) | 293.2253 | 249.8999 | 43.3254 | -34.2659 | 310.429 | -344.6949 |
Avg Daily Profit (%) | 0.1521 | 0.1297 | 0.0225 | -0.0218 | 0.0733 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192975 | -96385 | -179111 | -320140 | -125435 | -403477 |
Profit Factor | 1.2226 | 1.399 | 1.0627 | 0.9784 | 1.5244 | 0.6541 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Profitability (%) | 51.6981 | 47.3684 | 56.0606 | 51.6981 | 47.3684 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.1423 | 1.5544 | 0.8329 | 0.9142 | 1.6937 | 0.5127 |
Largest Winning Trade | 52400 | 52400 | 37754 | 77113 | 77113 | 54028 |
Largest Losing Trade | -67226 | -41799 | -67226 | -177907 | -48568 | -177907 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3632 | 1821 | 1811 | 3632 | 1821 | 1811 |
Profit Streak | 0 | 0 | 55.427 | 0 | 0 | 55.427 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313447 | -19086 | -315727 | -578893 | -93475 | -578515 |
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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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