Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274500.3834 | 184006.5762 | 90493.8072 | 323521.889 | 204054.5578 | 119467.3312 |
Total P&L (%) | 274.5004 | 184.0066 | 90.4938 | 323.5219 | 204.0546 | 119.4673 |
Avg Daily Profit (%) | 0.2635 | 0.1766 | 0.0869 | 0.1387 | 0.1068 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72721 | -78722 | -43287 | -263093 | -192010 | -148753 |
Profit Factor | 1.4858 | 1.6557 | 1.3181 | 1.2477 | 1.3175 | 1.18 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 104 | 43 | 61 | 104 | 43 | 61 |
Losing Trades | 147 | 82 | 65 | 147 | 82 | 65 |
Profitability (%) | 41.4343 | 34.4 | 48.4127 | 41.4343 | 34.4 | 48.4127 |
Ratio Avg Win / Avg Loss | 2.1001 | 3.1575 | 1.4045 | 1.7635 | 2.5124 | 1.2574 |
Largest Winning Trade | 108569 | 108569 | 25719 | 145015 | 145015 | 71161 |
Largest Losing Trade | -29347 | -29347 | -22166 | -110022 | -110022 | -58712 |
Avg Bars in Trades | 98 | 123 | 73 | 98 | 123 | 73 |
Avg Bars in Winners | 145 | 223 | 90 | 145 | 223 | 90 |
Avg Bars in Losers | 65 | 70 | 58 | 65 | 70 | 58 |
Bars Traded | 24699 | 15408 | 9291 | 24699 | 15408 | 9291 |
Profit Streak | 0 | 37.665 | 0 | 0 | 37.665 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305145 | 189266 | -77616 | -9062 | -54388 | -115484 |
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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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