Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259047.2324 | 195759.4142 | 63287.8182 | 119736.3648 | 221752.0187 | -102015.6539 |
Total P&L (%) | 259.0472 | 195.7594 | 63.2878 | 119.7364 | 221.752 | -102.0157 |
Avg Daily Profit (%) | 0.2487 | 0.1879 | 0.0608 | 0.0756 | 0.1123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187238 | -123678 | -66493 | -1671786 | -1069663 | -602122 |
Profit Factor | 1.4259 | 1.6057 | 1.222 | 1.0338 | 1.1165 | 0.9377 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 44.7552 | 45.8333 | 43.662 | 44.7552 | 45.8333 | 43.662 |
Ratio Avg Win / Avg Loss | 1.7601 | 1.8977 | 1.5768 | 1.2761 | 1.3195 | 1.21 |
Largest Winning Trade | 112447 | 112447 | 32251 | 775701 | 775701 | 365920 |
Largest Losing Trade | -30851 | -27039 | -30851 | -298137 | -298137 | -238982 |
Avg Bars in Trades | 172 | 155 | 189 | 172 | 155 | 189 |
Avg Bars in Winners | 238 | 198 | 282 | 238 | 198 | 282 |
Avg Bars in Losers | 118 | 118 | 118 | 118 | 118 | 118 |
Bars Traded | 24645 | 11180 | 13465 | 24645 | 11180 | 13465 |
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 | 300251 | -70521 | -200946 | -276992 | -216570 | -668534 |
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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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