Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344371.1986 | 339556.3441 | 4814.8545 | -47766.0874 | 34292.498 | -82058.5853 |
Total P&L (%) | 344.3712 | 339.5563 | 4.8149 | -47.7661 | 34.2925 | -82.0586 |
Avg Daily Profit (%) | 0.1942 | 0.1914 | 0.0027 | -0.0366 | 0.0166 | -0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129218 | -125817 | -52980 | -1118114 | -969334 | -242486 |
Profit Factor | 1.4413 | 1.5475 | 1.03 | 0.9812 | 1.0162 | 0.8058 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 54.1985 | 55.3846 | 53.0303 | 54.1985 | 55.3846 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.218 | 1.2466 | 0.9123 | 0.8291 | 0.8186 | 0.7137 |
Largest Winning Trade | 107420 | 107420 | 13279 | 595838 | 595838 | 71801 |
Largest Losing Trade | -77636 | -77636 | -14169 | -522821 | -522821 | -127504 |
Avg Bars in Trades | 155 | 284 | 29 | 155 | 284 | 29 |
Avg Bars in Winners | 87 | 142 | 30 | 87 | 142 | 30 |
Avg Bars in Losers | 236 | 460 | 27 | 236 | 460 | 27 |
Bars Traded | 20395 | 18462 | 1933 | 20395 | 18462 | 1933 |
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 | 338750 | -121837 | -667617 | -579886 | -508685 | -704287 |
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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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