Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249649.3773 | 260.9335 | 249388.4438 | 71708.0314 | -62530.4912 | 134238.5226 |
Total P&L (%) | 249.6494 | 0.2609 | 249.3884 | 71.708 | -62.5305 | 134.2385 |
Avg Daily Profit (%) | 0.1633 | 0.0002 | 0.1631 | 0.0354 | -0.0642 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128913 | -87932 | -86416 | -185788 | -153264 | -140774 |
Profit Factor | 1.244 | 1.0005 | 1.5058 | 1.0491 | 0.9133 | 1.1817 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 146 | 66 | 80 | 146 | 66 | 80 |
Losing Trades | 119 | 67 | 52 | 119 | 67 | 52 |
Profitability (%) | 55.0943 | 49.6241 | 60.6061 | 55.0943 | 49.6241 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.0139 | 1.0157 | 0.9787 | 0.8551 | 0.9271 | 0.7681 |
Largest Winning Trade | 35976 | 30828 | 35976 | 49202 | 32271 | 49202 |
Largest Losing Trade | -42208 | -42208 | -41281 | -106195 | -72203 | -106195 |
Avg Bars in Trades | 32 | 24 | 41 | 32 | 24 | 41 |
Avg Bars in Winners | 29 | 20 | 37 | 29 | 20 | 37 |
Avg Bars in Losers | 36 | 28 | 46 | 36 | 28 | 46 |
Bars Traded | 8688 | 3252 | 5436 | 8688 | 3252 | 5436 |
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 | 327422 | -578412 | 293433 | -311772 | -580847 | -139761 |
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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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