Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89319.9047 | 31905.163 | 57414.7417 | 41008.2082 | 54216.7907 | -13208.5825 |
Total P&L (%) | 89.3199 | 31.9052 | 57.4147 | 41.0082 | 54.2168 | -13.2086 |
Avg Daily Profit (%) | 0.343 | 0.1225 | 0.2205 | 0.132 | 0.1665 | -0.0544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106721 | -43677 | -80073 | -224647 | -54343 | -190163 |
Profit Factor | 1.2327 | 1.1714 | 1.2905 | 1.0586 | 1.1765 | 0.9664 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 52.3585 | 51.8868 | 52.8302 | 52.3585 | 51.8868 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.1217 | 1.0862 | 1.1523 | 0.9632 | 1.091 | 0.8628 |
Largest Winning Trade | 52529 | 30610 | 52529 | 50517 | 44902 | 50517 |
Largest Losing Trade | -49483 | -12728 | -49483 | -129945 | -32618 | -129945 |
Avg Bars in Trades | 116 | 120 | 112 | 116 | 120 | 112 |
Avg Bars in Winners | 128 | 126 | 130 | 128 | 126 | 130 |
Avg Bars in Losers | 103 | 114 | 92 | 103 | 114 | 92 |
Bars Traded | 24696 | 12759 | 11937 | 24696 | 12759 | 11937 |
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 | 307287 | -65857 | 204566 | -176589 | -21478 | -582078 |
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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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