Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271319.6515 | 229773.781 | 41545.8705 | 199947.7874 | 124812.8335 | 75134.9539 |
Total P&L (%) | 271.3197 | 229.7738 | 41.5459 | 199.9478 | 124.8128 | 75.135 |
Avg Daily Profit (%) | 0.2605 | 0.2206 | 0.0399 | 0.1055 | 0.0778 | 0.0538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92865 | -99381 | -18375 | -503093 | -465105 | -130869 |
Profit Factor | 1.6733 | 1.7326 | 1.465 | 1.1211 | 1.0979 | 1.1998 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 51.2821 | 41.3793 | 61.0169 | 51.2821 | 41.3793 | 61.0169 |
Ratio Avg Win / Avg Loss | 1.5896 | 2.4545 | 0.936 | 1.0651 | 1.5554 | 0.7666 |
Largest Winning Trade | 112491 | 112491 | 10898 | 164475 | 164475 | 51203 |
Largest Losing Trade | -54264 | -54264 | -13698 | -368626 | -368626 | -76318 |
Avg Bars in Trades | 194 | 367 | 24 | 194 | 367 | 24 |
Avg Bars in Winners | 135 | 303 | 23 | 135 | 303 | 23 |
Avg Bars in Losers | 257 | 413 | 26 | 257 | 413 | 26 |
Bars Traded | 22777 | 21316 | 1461 | 22777 | 21316 | 1461 |
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 | 424239 | -172326 | -317261 | -138962 | -384214 | -298405 |
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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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