Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132866.1656 | 120981.1945 | 11884.9711 | 12642.3634 | 226152.877 | -213510.5136 |
Total P&L (%) | 132.8662 | 120.9812 | 11.885 | 12.6424 | 226.1529 | -213.5105 |
Avg Daily Profit (%) | 0.2551 | 0.2323 | 0.0228 | 0.0229 | 0.2272 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121579 | -66591 | -92536 | -349894 | -125698 | -342421 |
Profit Factor | 1.182 | 1.376 | 1.0291 | 1.0089 | 1.4225 | 0.7584 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 49.6094 | 47.6563 | 51.5625 | 49.6094 | 47.6563 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.2007 | 1.5114 | 0.9668 | 1.0248 | 1.5624 | 0.7124 |
Largest Winning Trade | 59228 | 59228 | 29854 | 155505 | 155505 | 54950 |
Largest Losing Trade | -56906 | -20106 | -56906 | -237904 | -36087 | -237904 |
Avg Bars in Trades | 96 | 90 | 102 | 96 | 90 | 102 |
Avg Bars in Winners | 114 | 107 | 121 | 114 | 107 | 121 |
Avg Bars in Losers | 78 | 74 | 82 | 78 | 74 | 82 |
Bars Traded | 24693 | 11573 | 13120 | 24693 | 11573 | 13120 |
Profit Streak | 0 | 9.2964 | 0 | 0 | 9.2964 | 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 | -11562 | 307023 | -460254 | -456004 | 315700 | -581358 |
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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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