Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251236.2126 | 120515.4286 | 130720.784 | -19270.4575 | 70346.3958 | -89616.8534 |
Total P&L (%) | 251.2362 | 120.5154 | 130.7208 | -19.2705 | 70.3464 | -89.6169 |
Avg Daily Profit (%) | 0.1701 | 0.0816 | 0.0885 | -0.0145 | 0.0361 | -0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173031 | -139789 | -109996 | -481924 | -230883 | -408088 |
Profit Factor | 1.2432 | 1.2075 | 1.289 | 0.9894 | 1.0745 | 0.8978 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 54.8387 | 52.2936 | 57.4074 | 54.8387 | 52.2936 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.0238 | 1.1015 | 0.9564 | 0.8148 | 0.9802 | 0.6661 |
Largest Winning Trade | 47924 | 44245 | 47924 | 111298 | 83235 | 111298 |
Largest Losing Trade | -78097 | -31416 | -78097 | -337755 | -84276 | -337755 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 2711 | 1362 | 1349 | 2711 | 1362 | 1349 |
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 | 329141 | -84183 | -75479 | -578737 | -284680 | -579806 |
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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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