Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274716.8169 | 87055.5743 | 187661.2426 | 66924.4539 | -10781.5738 | 77706.0278 |
Total P&L (%) | 274.7168 | 87.0556 | 187.6612 | 66.9245 | -10.7816 | 77.706 |
Avg Daily Profit (%) | 0.1846 | 0.0585 | 0.1261 | 0.0344 | -0.0077 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96354 | -92147 | -106289 | -109872 | -105023 | -111250 |
Profit Factor | 1.2236 | 1.136 | 1.3188 | 1.0657 | 0.9798 | 1.1602 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 52.5952 | 50.6944 | 54.4828 | 52.5952 | 50.6944 | 54.4828 |
Ratio Avg Win / Avg Loss | 1.1028 | 1.1049 | 1.1018 | 0.9605 | 0.953 | 0.9693 |
Largest Winning Trade | 54930 | 54930 | 46776 | 43241 | 33431 | 43241 |
Largest Losing Trade | -36365 | -31568 | -36365 | -40226 | -29118 | -40226 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4299 | 2143 | 2156 | 4299 | 2143 | 2156 |
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 | 332358 | -185545 | -23763 | -294889 | -580582 | -186535 |
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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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