Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304943.605 | 270161.7274 | 34781.8776 | 464.6833 | 101683.8579 | -101219.1746 |
Total P&L (%) | 304.9436 | 270.1617 | 34.7819 | 0.4647 | 101.6839 | -101.2192 |
Avg Daily Profit (%) | 0.1632 | 0.1445 | 0.0186 | 0.0002 | 0.0375 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110877 | -74256 | -149498 | -163094 | -86790 | -190902 |
Profit Factor | 1.2733 | 1.5333 | 1.0571 | 1.0005 | 1.2424 | 0.8253 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 59.3496 | 56.0976 | 62.6016 | 59.3496 | 56.0976 | 62.6016 |
Ratio Avg Win / Avg Loss | 0.8721 | 1.1999 | 0.6315 | 0.6853 | 0.9723 | 0.493 |
Largest Winning Trade | 47857 | 47857 | 34779 | 30861 | 30861 | 24700 |
Largest Losing Trade | -67560 | -41245 | -67560 | -126381 | -45647 | -126381 |
Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 38 | 35 | 42 | 38 | 35 | 42 |
Bars Traded | 7377 | 3564 | 3813 | 7377 | 3564 | 3813 |
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 | 300126 | 81926 | -328677 | -577158 | -143844 | -579372 |
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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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