Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293257.937 | 225564.1395 | 67693.7975 | -28700.4827 | 162159.9382 | -190860.4209 |
Total P&L (%) | 293.2579 | 225.5641 | 67.6938 | -28.7005 | 162.1599 | -190.8604 |
Avg Daily Profit (%) | 0.1684 | 0.1295 | 0.0389 | -0.0194 | 0.0553 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143293 | -106874 | -165872 | -531736 | -246628 | -581532 |
Profit Factor | 1.2418 | 1.3857 | 1.1078 | 0.9889 | 1.1346 | 0.8625 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 131 | 58 | 73 | 131 | 58 | 73 |
Losing Trades | 124 | 69 | 55 | 124 | 69 | 55 |
Profitability (%) | 51.3725 | 45.6693 | 57.0313 | 51.3725 | 45.6693 | 57.0313 |
Ratio Avg Win / Avg Loss | 1.1755 | 1.6485 | 0.8347 | 0.9361 | 1.3498 | 0.6498 |
Largest Winning Trade | 87438 | 87438 | 52532 | 131962 | 131962 | 54176 |
Largest Losing Trade | -71288 | -52673 | -71288 | -212325 | -170405 | -212325 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 36 | 31 | 40 | 36 | 31 | 40 |
Avg Bars in Losers | 44 | 41 | 47 | 44 | 41 | 47 |
Bars Traded | 10291 | 4719 | 5572 | 10291 | 4719 | 5572 |
Profit Streak | 0 | 22.8596 | 0 | 0 | 22.8596 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309279 | -19777 | -244042 | -579265 | -192814 | -580081 |
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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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