Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245708.7344 | 44142.7796 | 201565.9548 | 12119.6317 | -166807.3194 | 178926.9511 |
Total P&L (%) | 245.7087 | 44.1428 | 201.566 | 12.1196 | -166.8073 | 178.927 |
Avg Daily Profit (%) | 0.1623 | 0.0292 | 0.1332 | 0.0076 | 0 | 0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145621 | -78239 | -123851 | -794218 | -497325 | -575128 |
Profit Factor | 1.2533 | 1.0824 | 1.4645 | 1.0043 | 0.8895 | 1.1354 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 166 | 78 | 88 | 166 | 78 | 88 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 69.1667 | 65 | 73.3333 | 69.1667 | 65 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.5587 | 0.5828 | 0.5325 | 0.4477 | 0.479 | 0.4129 |
Largest Winning Trade | 31666 | 31666 | 30067 | 164897 | 164897 | 87182 |
Largest Losing Trade | -70377 | -32334 | -70377 | -420748 | -193828 | -420748 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 7 | 5 | 9 | 7 | 5 | 9 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 2836 | 1288 | 1548 | 2836 | 1288 | 1548 |
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 | 340172 | -285394 | -12467 | -496029 | -578791 | -172304 |
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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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