Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111028.3276 | 2124.2844 | 108904.0432 | 48788.7868 | -14521.7268 | 63310.5136 |
Total P&L (%) | 111.0283 | 2.1243 | 108.904 | 48.7888 | -14.5217 | 63.3105 |
Avg Daily Profit (%) | 0.2132 | 0.0041 | 0.2091 | 0.0763 | -0.0301 | 0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55360 | -41551 | -35045 | -62240 | -46830 | -36285 |
Profit Factor | 1.1811 | 1.007 | 1.3537 | 1.0833 | 0.9509 | 1.2186 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 159 | 66 | 93 | 159 | 66 | 93 |
Losing Trades | 213 | 120 | 93 | 213 | 120 | 93 |
Profitability (%) | 42.7419 | 35.4839 | 50 | 42.7419 | 35.4839 | 50 |
Ratio Avg Win / Avg Loss | 1.5822 | 1.8308 | 1.3537 | 1.4512 | 1.729 | 1.2186 |
Largest Winning Trade | 43942 | 43942 | 36665 | 52677 | 52677 | 27549 |
Largest Losing Trade | -19004 | -9780 | -19004 | -13449 | -12181 | -13449 |
Avg Bars in Trades | 66 | 53 | 79 | 66 | 53 | 79 |
Avg Bars in Winners | 107 | 95 | 116 | 107 | 95 | 116 |
Avg Bars in Losers | 35 | 30 | 42 | 35 | 30 | 42 |
Bars Traded | 24679 | 9964 | 14715 | 24679 | 9964 | 14715 |
Profit Streak | 0 | 0 | 29.7097 | 0 | 0 | 29.7097 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13931 | -570699 | 322712 | -222817 | -583795 | -67188 |
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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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