Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256099.411 | 209138.7566 | 46960.6544 | -97443.5597 | 11383.056 | -108826.6157 |
Total P&L (%) | 256.0994 | 209.1388 | 46.9607 | -97.4436 | 11.3831 | -108.8266 |
Avg Daily Profit (%) | 0.2459 | 0.2008 | 0.0451 | -0.3514 | 0.0104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117006 | -65500 | -115914 | -125314 | -4807 | -125412 |
Profit Factor | 1.4331 | 1.9238 | 1.1287 | 0.3661 | 1.6224 | 0.1964 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 65.2778 | 63.8889 | 66.6667 | 65.2778 | 63.8889 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7623 | 1.0874 | 0.5643 | 0.1947 | 0.917 | 0.0982 |
Largest Winning Trade | 27100 | 27100 | 23842 | 13312 | 11740 | 13312 |
Largest Losing Trade | -99619 | -41161 | -99619 | -125314 | -7648 | -125314 |
Avg Bars in Trades | 170 | 166 | 174 | 170 | 166 | 174 |
Avg Bars in Winners | 138 | 144 | 132 | 138 | 144 | 132 |
Avg Bars in Losers | 231 | 206 | 259 | 231 | 206 | 259 |
Bars Traded | 24570 | 11986 | 12584 | 24570 | 11986 | 12584 |
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 | 345788 | -67210 | -291952 | -578416 | -378841 | -657797 |
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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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