Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107226.9083 | 42178.6954 | 65048.213 | 92525.5912 | -23190.2157 | 115715.8069 |
Total P&L (%) | 107.2269 | 42.1787 | 65.0482 | 92.5256 | -23.1902 | 115.7158 |
Avg Daily Profit (%) | 0.2059 | 0.081 | 0.1249 | 0.1259 | -0.0506 | 0.1477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60544 | -67747 | -26679 | -206601 | -243665 | -71443 |
Profit Factor | 1.2336 | 1.1331 | 1.458 | 1.0819 | 0.9697 | 1.317 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 153 | 70 | 83 | 153 | 70 | 83 |
Losing Trades | 125 | 69 | 56 | 125 | 69 | 56 |
Profitability (%) | 55.036 | 50.3597 | 59.7122 | 55.036 | 50.3597 | 59.7122 |
Ratio Avg Win / Avg Loss | 1.0079 | 1.1169 | 0.9837 | 0.8839 | 0.9558 | 0.8886 |
Largest Winning Trade | 32432 | 32432 | 12520 | 84645 | 84645 | 35865 |
Largest Losing Trade | -19873 | -19873 | -13839 | -79319 | -79319 | -46713 |
Avg Bars in Trades | 89 | 152 | 26 | 89 | 152 | 26 |
Avg Bars in Winners | 84 | 156 | 22 | 84 | 156 | 22 |
Avg Bars in Losers | 95 | 147 | 32 | 95 | 147 | 32 |
Bars Traded | 24850 | 21138 | 3712 | 24850 | 21138 | 3712 |
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 | 319955 | -161710 | -26447 | -155610 | -581485 | 124360 |
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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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