Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327040.5231 | 411409.5059 | -84368.9827 | -1096795.1408 | 2940816.8902 | -4037612.031 |
Total P&L (%) | 327.0405 | 411.4095 | -84.369 | -1096.7951 | 2940.8169 | -4037.612 |
Avg Daily Profit (%) | 0.1306 | 0.1643 | -0.0337 | 0 | 0.1364 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -399540 | -119408 | -290526 | -5489734 | -613368 | -5911011 |
Profit Factor | 1.2164 | 1.6621 | 0.9052 | 0.8977 | 2.1325 | 0.5031 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 141 | 65 | 76 | 149 | 74 | 75 |
Losing Trades | 131 | 71 | 60 | 123 | 62 | 61 |
Profitability (%) | 51.8382 | 47.7941 | 55.8824 | 54.7794 | 54.4118 | 55.1471 |
Ratio Avg Win / Avg Loss | 1.1301 | 1.8155 | 0.7146 | 0.7411 | 1.7867 | 0.4092 |
Largest Winning Trade | 212353 | 212353 | 53591 | 683738 | 552089 | 683738 |
Largest Losing Trade | -268768 | -39769 | -268768 | -5401291 | -351212 | -5401291 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 36 | 38 | 35 | 36 | 40 | 33 |
Avg Bars in Losers | 36 | 37 | 35 | 35 | 34 | 37 |
Bars Traded | 9920 | 5129 | 4791 | 9920 | 5129 | 4791 |
Profit Streak | 18.6764 | 0 | 30.4264 | 0 | 79.6764 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16920 | 338837 | -579668 | -578735 | -4691 | -580304 |
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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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