Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246063.9641 | 231654.6444 | 14409.3197 | 25833.9687 | 49997.2759 | -24163.3072 |
Total P&L (%) | 246.064 | 231.6546 | 14.4093 | 25.834 | 49.9973 | -24.1633 |
Avg Daily Profit (%) | 0.2285 | 0.2151 | 0.0134 | 0.0213 | 0.0377 | -0.0257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205744 | -113001 | -111541 | -390370 | -261074 | -140444 |
Profit Factor | 1.4677 | 1.9338 | 1.0518 | 1.0311 | 1.114 | 0.9384 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 47.8992 | 40 | 55.9322 | 47.8992 | 40 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.5964 | 2.9007 | 0.8287 | 1.1215 | 1.671 | 0.7394 |
Largest Winning Trade | 273909 | 273909 | 36340 | 302133 | 302133 | 37402 |
Largest Losing Trade | -34469 | -34469 | -28586 | -70097 | -70097 | -40048 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Losers | 44 | 41 | 50 | 44 | 41 | 50 |
Bars Traded | 6230 | 2893 | 3337 | 6230 | 2893 | 3337 |
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 | 344990 | -161924 | -544664 | -354664 | -411307 | -756689 |
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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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