Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327263.927 | 271645.2614 | 55618.6656 | 45658.0949 | -9763.371 | 55421.4659 |
Total P&L (%) | 327.2639 | 271.6453 | 55.6187 | 45.6581 | -9.7634 | 55.4215 |
Avg Daily Profit (%) | 0.1734 | 0.1439 | 0.0295 | 0.0199 | -0.0054 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102076 | -82401 | -63714 | -324400 | -266682 | -162821 |
Profit Factor | 1.4652 | 1.7504 | 1.1629 | 1.0324 | 0.9874 | 1.0868 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 51.5873 | 46.0317 | 57.1429 | 51.5873 | 46.0317 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.375 | 2.0522 | 0.8722 | 0.9688 | 1.1576 | 0.8151 |
Largest Winning Trade | 177582 | 177582 | 40961 | 118258 | 118258 | 80803 |
Largest Losing Trade | -51448 | -40493 | -51448 | -118778 | -118778 | -106591 |
Avg Bars in Trades | 28 | 24 | 33 | 28 | 24 | 33 |
Avg Bars in Winners | 34 | 28 | 39 | 34 | 28 | 39 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 3609 | 1526 | 2083 | 3609 | 1526 | 2083 |
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 | 334966 | -145542 | -343263 | -353722 | -727057 | -435078 |
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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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