Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272189.8681 | 229659.7011 | 42530.167 | -74196.637 | -16887.0229 | -57309.6141 |
Total P&L (%) | 272.1899 | 229.6597 | 42.5302 | -74.1966 | -16.887 | -57.3096 |
Avg Daily Profit (%) | 0.1839 | 0.1552 | 0.0287 | -0.0915 | -0.0125 | -0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212730 | -237942 | -122685 | -300026 | -275623 | -86762 |
Profit Factor | 1.2112 | 1.3229 | 1.0736 | 0.9224 | 0.9689 | 0.8615 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 140 | 61 | 79 | 140 | 61 | 79 |
Losing Trades | 128 | 73 | 55 | 128 | 73 | 55 |
Profitability (%) | 52.2388 | 45.5224 | 58.9552 | 52.2388 | 45.5224 | 58.9552 |
Ratio Avg Win / Avg Loss | 1.1074 | 1.5832 | 0.7475 | 0.8433 | 1.1595 | 0.5998 |
Largest Winning Trade | 217630 | 217630 | 24661 | 201462 | 201462 | 24334 |
Largest Losing Trade | -42890 | -39541 | -42890 | -84823 | -84823 | -55625 |
Avg Bars in Trades | 65 | 76 | 54 | 65 | 76 | 54 |
Avg Bars in Winners | 58 | 72 | 47 | 58 | 72 | 47 |
Avg Bars in Losers | 73 | 81 | 64 | 73 | 81 | 64 |
Bars Traded | 17604 | 10316 | 7288 | 17604 | 10316 | 7288 |
Profit Streak | 0 | 0 | 21.254 | 0 | 0 | 21.254 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313804 | 238781 | -296183 | -579085 | -581051 | -579264 |
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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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