Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364066.9141 | 369314.7288 | -5247.8147 | -4441.6403 | 235362.0502 | -239803.6905 |
Total P&L (%) | 364.0669 | 369.3147 | -5.2478 | -4.4416 | 235.3621 | -239.8037 |
Avg Daily Profit (%) | 0.1908 | 0.1935 | -0.0028 | -0.0024 | 0.0634 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215852 | -173816 | -92541 | -796158 | -583497 | -503664 |
Profit Factor | 1.4715 | 2.0086 | 0.9871 | 0.9978 | 1.2562 | 0.7882 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 48.4375 | 48.4375 | 48.4375 | 48.4375 | 48.4375 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.5664 | 2.1382 | 1.0508 | 1.0622 | 1.3372 | 0.839 |
Largest Winning Trade | 279626 | 279626 | 56681 | 413693 | 413693 | 208838 |
Largest Losing Trade | -42793 | -39871 | -42793 | -266188 | -174344 | -266188 |
Avg Bars in Trades | 42 | 38 | 47 | 42 | 38 | 47 |
Avg Bars in Winners | 58 | 50 | 65 | 58 | 50 | 65 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 5448 | 2434 | 3014 | 5448 | 2434 | 3014 |
Profit Streak | 0 | 0 | 49.3625 | 0 | 0 | 49.3625 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342606 | -128405 | -718335 | -579379 | -248207 | -720002 |
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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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