Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381815.4969 | 223979.1729 | 157836.324 | 67742.713 | -139577.6138 | 207320.3268 |
Total P&L (%) | 381.8155 | 223.9792 | 157.8363 | 67.7427 | -139.5776 | 207.3203 |
Avg Daily Profit (%) | 0.2101 | 0.1233 | 0.0869 | 0.0285 | 0 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124357 | -135755 | -99988 | -677159 | -525823 | -455748 |
Profit Factor | 1.359 | 1.41 | 1.3051 | 1.0259 | 0.8952 | 1.1613 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 136 | 72 | 64 | 136 | 72 | 64 |
Profitability (%) | 45.8167 | 42.4 | 49.2063 | 45.8167 | 42.4 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.6071 | 1.9154 | 1.3472 | 1.2132 | 1.2162 | 1.1988 |
Largest Winning Trade | 93511 | 93511 | 58763 | 273707 | 155257 | 273707 |
Largest Losing Trade | -72153 | -29362 | -72153 | -220370 | -114647 | -220370 |
Avg Bars in Trades | 21 | 16 | 26 | 21 | 16 | 26 |
Avg Bars in Winners | 27 | 19 | 33 | 27 | 19 | 33 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 5387 | 2032 | 3355 | 5387 | 2032 | 3355 |
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 | 332182 | -29480 | -77120 | -347089 | -582011 | -153734 |
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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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