Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314450.4405 | 281932.942 | 32517.4985 | -74028.4624 | -170808.5167 | 96780.0543 |
Total P&L (%) | 314.4504 | 281.9329 | 32.5175 | -74.0285 | -170.8085 | 96.7801 |
Avg Daily Profit (%) | 0.2123 | 0.1904 | 0.022 | -0.091 | 0 | 0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191841 | -174381 | -106069 | -773275 | -717781 | -123440 |
Profit Factor | 1.3429 | 1.4977 | 1.0928 | 0.9418 | 0.8269 | 1.3404 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 50 | 46.2687 | 53.7313 | 50 | 46.2687 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.3429 | 1.7393 | 0.941 | 0.9418 | 0.9603 | 1.1542 |
Largest Winning Trade | 304329 | 304329 | 22264 | 383731 | 383731 | 124844 |
Largest Losing Trade | -65401 | -65401 | -44009 | -490950 | -490950 | -109967 |
Avg Bars in Trades | 31 | 49 | 14 | 31 | 49 | 14 |
Avg Bars in Winners | 29 | 40 | 19 | 29 | 40 | 19 |
Avg Bars in Losers | 34 | 57 | 8 | 34 | 57 | 8 |
Bars Traded | 4270 | 3320 | 950 | 4270 | 3320 | 950 |
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 | 303395 | -108467 | -402469 | -580423 | -699187 | -247438 |
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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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