Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309874.29 | 253945.7882 | 55928.5017 | 117597.1531 | 157710.4371 | -40113.284 |
Total P&L (%) | 309.8743 | 253.9458 | 55.9285 | 117.5972 | 157.7104 | -40.1133 |
Avg Daily Profit (%) | 0.1635 | 0.134 | 0.0295 | 0.041 | 0.05 | -0.0271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99326 | -76681 | -63082 | -311036 | -206496 | -206054 |
Profit Factor | 1.4586 | 1.7139 | 1.1748 | 1.0778 | 1.198 | 0.9438 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 54.6763 | 57.1429 | 52.1739 | 54.6763 | 57.1429 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.2091 | 1.2855 | 1.0769 | 0.8935 | 0.8985 | 0.8652 |
Largest Winning Trade | 176466 | 176466 | 30492 | 255989 | 255989 | 62276 |
Largest Losing Trade | -39928 | -36806 | -39928 | -141729 | -141729 | -128135 |
Avg Bars in Trades | 25 | 19 | 31 | 25 | 19 | 31 |
Avg Bars in Winners | 25 | 18 | 33 | 25 | 18 | 33 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 3534 | 1387 | 2147 | 3534 | 1387 | 2147 |
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 | 346123 | -104968 | -284044 | -273410 | -223564 | -682176 |
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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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