Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254101.3786 | 60227.2289 | 193874.1497 | 217046.8142 | 25229.7035 | 191817.1107 |
Total P&L (%) | 254.1014 | 60.2272 | 193.8742 | 217.0468 | 25.2297 | 191.8171 |
Avg Daily Profit (%) | 0.2471 | 0.0586 | 0.1885 | 0.1123 | 0.0219 | 0.1042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88278 | -68414 | -70587 | -125621 | -131011 | -92120 |
Profit Factor | 1.3172 | 1.1547 | 1.4708 | 1.1738 | 1.042 | 1.2958 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 51.8828 | 50 | 53.7815 | 51.8828 | 50 | 53.7815 |
Ratio Avg Win / Avg Loss | 1.2216 | 1.1547 | 1.264 | 1.0886 | 1.042 | 1.1136 |
Largest Winning Trade | 30234 | 30069 | 30234 | 62518 | 62518 | 50978 |
Largest Losing Trade | -43064 | -34016 | -43064 | -55622 | -55622 | -46970 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 3928 | 1723 | 2206 | 3928 | 1723 | 2206 |
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 | 359467 | -165670 | 330510 | -70710 | -341439 | -53274 |
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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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