Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241693.8766 | 2981.9555 | 238711.9211 | -10599.5635 | -91218.0881 | 80618.5246 |
Total P&L (%) | 241.6939 | 2.982 | 238.7119 | -10.5996 | -91.2181 | 80.6185 |
Avg Daily Profit (%) | 0.1586 | 0.002 | 0.1566 | -0.0074 | -0.1595 | 0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137938 | -88552 | -128590 | -487189 | -199770 | -403944 |
Profit Factor | 1.2491 | 1.0054 | 1.5669 | 0.9944 | 0.9037 | 1.0854 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 54.5817 | 50 | 59.2 | 54.5817 | 50 | 59.2 |
Ratio Avg Win / Avg Loss | 1.0394 | 1.0054 | 1.0799 | 0.8275 | 0.9037 | 0.748 |
Largest Winning Trade | 37389 | 37389 | 35020 | 106552 | 103141 | 106552 |
Largest Losing Trade | -60410 | -60410 | -59794 | -287504 | -77184 | -287504 |
Avg Bars in Trades | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 29 | 37 | 19 | 29 | 37 | 19 |
Bars Traded | 5896 | 3533 | 2363 | 5896 | 3533 | 2363 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332092 | -570472 | 367682 | -578593 | -580719 | -268096 |
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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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