Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462124.7171 | 502129.1535 | -40004.4364 | -89789.2558 | -71483.3455 | -18305.9103 |
Total P&L (%) | 462.1247 | 502.1292 | -40.0044 | -89.7893 | -71.4833 | -18.3059 |
Avg Daily Profit (%) | 0.2454 | 0.2666 | -0.0212 | -0.1211 | -0.0666 | -0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198368 | -91086 | -254343 | -105147 | -28831 | -29336 |
Profit Factor | 1.2852 | 1.5462 | 0.9429 | 0.5771 | 0.5362 | 0.6854 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 125 | 54 | 71 | 125 | 54 | 71 |
Losing Trades | 135 | 76 | 59 | 135 | 76 | 59 |
Profitability (%) | 48.0769 | 41.5385 | 54.6154 | 48.0769 | 41.5385 | 54.6154 |
Ratio Avg Win / Avg Loss | 1.388 | 2.1762 | 0.7836 | 0.6233 | 0.7547 | 0.5695 |
Largest Winning Trade | 316741 | 316741 | 44652 | 16009 | 16009 | 5723 |
Largest Losing Trade | -53604 | -53604 | -45335 | -56672 | -56672 | -5855 |
Avg Bars in Trades | 85 | 96 | 75 | 85 | 96 | 75 |
Avg Bars in Winners | 118 | 140 | 101 | 118 | 140 | 101 |
Avg Bars in Losers | 55 | 64 | 43 | 55 | 64 | 43 |
Bars Traded | 22300 | 12535 | 9765 | 22300 | 12535 | 9765 |
Profit Streak | 0 | 0 | 36.2823 | 0 | 0 | 36.2823 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310137 | 281059 | -579845 | -580165 | -584277 | -579845 |
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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) |
---|