Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254970.1711 | 160187.2861 | 94782.885 | 583932.1197 | 477619.9423 | 106312.1774 |
Total P&L (%) | 254.9702 | 160.1873 | 94.7829 | 583.9321 | 477.6199 | 106.3122 |
Avg Daily Profit (%) | 0.4895 | 0.3076 | 0.182 | 0.3698 | 0.3373 | 0.1391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27978 | -26247 | -21916 | -228181 | -117199 | -199831 |
Profit Factor | 1.9138 | 2.2361 | 1.6343 | 1.5535 | 2.1405 | 1.1671 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 43.8017 | 42.623 | 45 | 43.8017 | 42.623 | 45 |
Ratio Avg Win / Avg Loss | 2.4554 | 3.0101 | 1.9974 | 1.9931 | 2.8814 | 1.4264 |
Largest Winning Trade | 52569 | 52569 | 29159 | 196079 | 196079 | 144307 |
Largest Losing Trade | -13553 | -13553 | -13395 | -94403 | -69265 | -94403 |
Avg Bars in Trades | 201 | 189 | 213 | 201 | 189 | 213 |
Avg Bars in Winners | 308 | 298 | 318 | 308 | 298 | 318 |
Avg Bars in Losers | 117 | 108 | 128 | 117 | 108 | 128 |
Bars Traded | 24349 | 11531 | 12818 | 24349 | 11531 | 12818 |
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 | 398572 | -152599 | -161132 | 344700 | -152530 | -215700 |
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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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