Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117281.1017 | 60096.0451 | 57185.0565 | 2115.9849 | -36983.7738 | 39099.7586 |
Total P&L (%) | 117.2811 | 60.096 | 57.1851 | 2.116 | -36.9838 | 39.0998 |
Avg Daily Profit (%) | 0.2252 | 0.1154 | 0.1098 | 0.004 | -0.0886 | 0.0634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178698 | -146596 | -55284 | -178116 | -143280 | -46659 |
Profit Factor | 1.2317 | 1.1598 | 1.4394 | 1.005 | 0.8849 | 1.3947 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 54.7325 | 54.5455 | 54.918 | 54.7325 | 54.5455 | 54.918 |
Ratio Avg Win / Avg Loss | 1.0187 | 0.9665 | 1.1816 | 0.8312 | 0.7374 | 1.1449 |
Largest Winning Trade | 94590 | 94590 | 18560 | 26835 | 26835 | 14916 |
Largest Losing Trade | -47079 | -47079 | -20790 | -79455 | -79455 | -22446 |
Avg Bars in Trades | 100 | 178 | 23 | 100 | 178 | 23 |
Avg Bars in Winners | 51 | 86 | 17 | 51 | 86 | 17 |
Avg Bars in Losers | 159 | 287 | 31 | 159 | 287 | 31 |
Bars Traded | 24439 | 21554 | 2885 | 24439 | 21554 | 2885 |
Profit Streak | 0 | 8.6772 | 0 | 0 | 8.6772 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317470 | -85606 | -46213 | -568565 | -580320 | -109816 |
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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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