Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221202.0451 | 43570.4556 | 177631.5895 | 190612.3376 | -38571.3861 | 229183.7237 |
Total P&L (%) | 221.202 | 43.5705 | 177.6316 | 190.6123 | -38.5714 | 229.1837 |
Avg Daily Profit (%) | 0.2129 | 0.0419 | 0.171 | 0.1027 | -0.0469 | 0.1148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74937 | -71028 | -52201 | -353366 | -213543 | -161407 |
Profit Factor | 1.4281 | 1.1706 | 1.6798 | 1.1899 | 0.9191 | 1.4345 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 51.8248 | 52.1739 | 51.4706 | 51.8248 | 52.1739 | 51.4706 |
Ratio Avg Win / Avg Loss | 1.3276 | 1.0731 | 1.5838 | 1.1061 | 0.8425 | 1.3525 |
Largest Winning Trade | 53021 | 41102 | 53021 | 119230 | 87084 | 119230 |
Largest Losing Trade | -27609 | -19927 | -27609 | -90001 | -89498 | -90001 |
Avg Bars in Trades | 85 | 53 | 117 | 85 | 53 | 117 |
Avg Bars in Winners | 83 | 55 | 111 | 83 | 55 | 111 |
Avg Bars in Losers | 87 | 50 | 124 | 87 | 50 | 124 |
Bars Traded | 11677 | 3669 | 8008 | 11677 | 3669 | 8008 |
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 | 331122 | -273046 | -98434 | -66891 | -682176 | -147880 |
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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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