Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347862.5997 | 276566.2254 | 71296.3743 | -71555.6322 | 140821.314 | -212376.9462 |
Total P&L (%) | 347.8626 | 276.5662 | 71.2964 | -71.5556 | 140.8213 | -212.3769 |
Avg Daily Profit (%) | 0.1828 | 0.1454 | 0.0375 | -0.0661 | 0.0462 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193111 | -80213 | -181686 | -224127 | -51128 | -249670 |
Profit Factor | 1.373 | 1.6075 | 1.1494 | 0.8786 | 1.7663 | 0.4767 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 51.7007 | 54.0541 | 49.3151 | 51.7007 | 54.0541 | 49.3151 |
Ratio Avg Win / Avg Loss | 1.2827 | 1.3664 | 1.1813 | 0.8208 | 1.5013 | 0.4899 |
Largest Winning Trade | 112911 | 112911 | 54057 | 80793 | 80793 | 21742 |
Largest Losing Trade | -92780 | -56309 | -92780 | -116371 | -26663 | -116371 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 3693 | 1679 | 2014 | 3693 | 1679 | 2014 |
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 | 320097 | -60424 | -271026 | -579890 | -191224 | -652724 |
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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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