Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237223.3061 | 31738.3398 | 205484.9663 | 209336.1774 | -43061.804 | 252397.9815 |
Total P&L (%) | 237.2233 | 31.7383 | 205.485 | 209.3362 | -43.0618 | 252.398 |
Avg Daily Profit (%) | 0.1843 | 0.0247 | 0.1597 | 0.0878 | -0.0437 | 0.0979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59514 | -81580 | -49960 | -161089 | -186197 | -108759 |
Profit Factor | 1.3296 | 1.0791 | 1.6453 | 1.1312 | 0.9508 | 1.3504 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Profitability (%) | 48.1328 | 45.4545 | 50.8333 | 48.1328 | 45.4545 | 50.8333 |
Ratio Avg Win / Avg Loss | 1.4328 | 1.2949 | 1.5913 | 1.2189 | 1.141 | 1.3061 |
Largest Winning Trade | 55640 | 55640 | 40964 | 95564 | 95564 | 48136 |
Largest Losing Trade | -31861 | -19551 | -31861 | -77637 | -66270 | -77637 |
Avg Bars in Trades | 62 | 62 | 63 | 62 | 62 | 63 |
Avg Bars in Winners | 79 | 73 | 85 | 79 | 73 | 85 |
Avg Bars in Losers | 47 | 53 | 41 | 47 | 53 | 41 |
Bars Traded | 15167 | 7541 | 7626 | 15167 | 7541 | 7626 |
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 | 298322 | -298399 | 369521 | -151482 | -581111 | -61992 |
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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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