Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194602.7369 | 137630.7629 | 56971.9741 | 233811.8298 | 274264.9193 | -40453.0895 |
Total P&L (%) | 194.6027 | 137.6308 | 56.972 | 233.8118 | 274.2649 | -40.4531 |
Avg Daily Profit (%) | 0.3736 | 0.2643 | 0.1094 | 0.2317 | 0.2537 | -0.0995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61527 | -33596 | -36662 | -309683 | -142180 | -203847 |
Profit Factor | 1.4535 | 1.6895 | 1.2482 | 1.1626 | 1.4084 | 0.9472 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Profitability (%) | 41.3223 | 41.3223 | 41.3223 | 41.3223 | 41.3223 | 41.3223 |
Ratio Avg Win / Avg Loss | 2.064 | 2.3991 | 1.7725 | 1.6509 | 2 | 1.3451 |
Largest Winning Trade | 57283 | 57283 | 30832 | 196982 | 196982 | 107184 |
Largest Losing Trade | -17764 | -15089 | -17764 | -96067 | -61414 | -96067 |
Avg Bars in Trades | 102 | 101 | 103 | 102 | 101 | 103 |
Avg Bars in Winners | 164 | 159 | 170 | 164 | 159 | 170 |
Avg Bars in Losers | 58 | 61 | 55 | 58 | 61 | 55 |
Bars Traded | 24775 | 12312 | 12463 | 24775 | 12312 | 12463 |
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 | 308196 | 259020 | -51123 | -35370 | 207420 | -583287 |
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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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