Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435724.8366 | 432006.1879 | 3718.6487 | -46424.8399 | 261124.2446 | -307549.0846 |
Total P&L (%) | 435.7248 | 432.0062 | 3.7186 | -46.4248 | 261.1242 | -307.5491 |
Avg Daily Profit (%) | 0.2204 | 0.2185 | 0.0019 | -0.0316 | 0.065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154022 | -84691 | -254872 | -310673 | -107364 | -438045 |
Profit Factor | 1.3328 | 1.657 | 1.0057 | 0.9749 | 1.322 | 0.7032 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Profitability (%) | 48.855 | 46.5649 | 51.145 | 48.855 | 46.5649 | 51.145 |
Ratio Avg Win / Avg Loss | 1.3952 | 1.9015 | 0.9607 | 1.0206 | 1.5171 | 0.6717 |
Largest Winning Trade | 184897 | 184897 | 53870 | 153865 | 153865 | 90062 |
Largest Losing Trade | -71652 | -71652 | -65545 | -140626 | -83993 | -140626 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 33 | 34 | 32 | 33 | 34 | 32 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 7709 | 4140 | 3569 | 7709 | 4140 | 3569 |
Profit Streak | 0 | 0 | 500.4799 | 0 | 0 | 500.4799 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334179 | 337510 | -571191 | -577908 | -106380 | -579974 |
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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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