Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247059.8332 | 264945.2008 | -17885.3676 | -186102.4651 | -154093.6199 | -32008.8452 |
Total P&L (%) | 247.0598 | 264.9452 | -17.8854 | -186.1025 | -154.0936 | -32.0088 |
Avg Daily Profit (%) | 0.1669 | 0.1789 | -0.0121 | 0 | 0 | -0.0261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263617 | -156967 | -207815 | -986584 | -813034 | -571894 |
Profit Factor | 1.2832 | 1.5176 | 0.9504 | 0.9166 | 0.8894 | 0.9618 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 67 | 29 | 38 | 65 | 36 | 29 |
Losing Trades | 62 | 35 | 27 | 64 | 28 | 36 |
Profitability (%) | 51.938 | 45.3125 | 58.4615 | 50.3876 | 56.25 | 44.6154 |
Ratio Avg Win / Avg Loss | 1.1875 | 1.8316 | 0.6753 | 0.9025 | 0.6918 | 1.194 |
Largest Winning Trade | 319607 | 319607 | 26597 | 400029 | 400029 | 172021 |
Largest Losing Trade | -179366 | -70317 | -179366 | -575737 | -575737 | -379256 |
Avg Bars in Trades | 33 | 42 | 25 | 33 | 42 | 25 |
Avg Bars in Winners | 31 | 42 | 23 | 30 | 35 | 23 |
Avg Bars in Losers | 35 | 42 | 27 | 37 | 50 | 26 |
Bars Traded | 4357 | 2719 | 1638 | 4357 | 2719 | 1638 |
Profit Streak | 10.128 | 0 | 11.7946 | 0 | 18.128 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308618 | -131315 | -710456 | -580385 | -718584 | -712885 |
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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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