Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227724.1182 | 115040.243 | 112683.8751 | 233602.4327 | -63140.2934 | 296742.726 |
Total P&L (%) | 227.7241 | 115.0402 | 112.6839 | 233.6024 | -63.1403 | 296.7427 |
Avg Daily Profit (%) | 0.2186 | 0.1104 | 0.1082 | 0.1157 | -0.0958 | 0.1324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60554 | -79958 | -67775 | -445250 | -476606 | -294952 |
Profit Factor | 1.3236 | 1.2992 | 1.3531 | 1.0865 | 0.9581 | 1.2489 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Profitability (%) | 46.0967 | 44.4444 | 47.7612 | 46.0967 | 44.4444 | 47.7612 |
Ratio Avg Win / Avg Loss | 1.5478 | 1.624 | 1.48 | 1.2705 | 1.1977 | 1.3659 |
Largest Winning Trade | 70180 | 70180 | 33225 | 150321 | 123126 | 150321 |
Largest Losing Trade | -20437 | -16445 | -20437 | -126292 | -126292 | -97022 |
Avg Bars in Trades | 91 | 85 | 98 | 91 | 85 | 98 |
Avg Bars in Winners | 118 | 108 | 127 | 118 | 108 | 127 |
Avg Bars in Losers | 69 | 66 | 72 | 69 | 66 | 72 |
Bars Traded | 24741 | 11508 | 13233 | 24741 | 11508 | 13233 |
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 | 324318 | -46714 | -49225 | -163994 | -581468 | -17580 |
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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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