Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403632.6841 | 413271.698 | -9639.0139 | -180523.9279 | 415582.9723 | -596106.9002 |
Total P&L (%) | 403.6327 | 413.2717 | -9.639 | -180.5239 | 415.583 | -596.1069 |
Avg Daily Profit (%) | 0.2145 | 0.2196 | -0.0051 | 0 | 0.0872 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204312 | -86532 | -165247 | -577640 | -161404 | -789027 |
Profit Factor | 1.3045 | 1.635 | 0.9857 | 0.9208 | 1.52 | 0.5973 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 131 | 65 | 66 | 135 | 72 | 63 |
Losing Trades | 125 | 63 | 62 | 121 | 56 | 65 |
Profitability (%) | 51.1719 | 50.7813 | 51.5625 | 52.7344 | 56.25 | 49.2188 |
Ratio Avg Win / Avg Loss | 1.2447 | 1.5847 | 0.926 | 0.8253 | 1.1822 | 0.6162 |
Largest Winning Trade | 170292 | 170292 | 49228 | 127836 | 127836 | 106160 |
Largest Losing Trade | -135698 | -50605 | -135698 | -543776 | -128166 | -543776 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 25 | 25 | 24 | 25 | 26 | 25 |
Avg Bars in Losers | 32 | 35 | 29 | 31 | 35 | 28 |
Bars Traded | 7345 | 3899 | 3446 | 7345 | 3899 | 3446 |
Profit Streak | 0 | 12.6291 | 0 | 10.1291 | 0 | 11.6291 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346495 | 409857 | -580512 | -578145 | -74534 | -580388 |
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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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