Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315429.8996 | 387783.166 | -72353.2663 | -96201.1904 | 174819.5905 | -271020.7809 |
Total P&L (%) | 315.4299 | 387.7832 | -72.3533 | -96.2012 | 174.8196 | -271.0208 |
Avg Daily Profit (%) | 0.1686 | 0.2073 | -0.0387 | -0.1747 | 0.0541 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -455869 | -202426 | -322140 | -582829 | -252349 | -374018 |
Profit Factor | 1.2109 | 1.5758 | 0.912 | 0.9122 | 1.472 | 0.6266 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 48.3395 | 47.0588 | 49.6296 | 48.3395 | 47.0588 | 49.6296 |
Ratio Avg Win / Avg Loss | 1.2941 | 1.7728 | 0.9256 | 0.9749 | 1.6559 | 0.6359 |
Largest Winning Trade | 219258 | 219258 | 79820 | 227129 | 227129 | 122475 |
Largest Losing Trade | -90965 | -42592 | -90965 | -194170 | -159813 | -194170 |
Avg Bars in Trades | 81 | 72 | 91 | 81 | 72 | 91 |
Avg Bars in Winners | 88 | 86 | 90 | 88 | 86 | 90 |
Avg Bars in Losers | 75 | 59 | 92 | 75 | 59 | 92 |
Bars Traded | 22141 | 9816 | 12325 | 22141 | 9816 | 12325 |
Profit Streak | 0 | 0 | 42.9475 | 0 | 0 | 42.9475 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275923 | 332171 | -579696 | -580006 | -119809 | -579696 |
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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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