Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241861.4684 | 2666.3746 | 239195.0938 | 51115.9577 | -29023.5305 | 80139.4882 |
Total P&L (%) | 241.8615 | 2.6664 | 239.1951 | 51.116 | -29.0235 | 80.1395 |
Avg Daily Profit (%) | 0.1571 | 0.0017 | 0.1554 | 0.0268 | -0.0223 | 0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175974 | -74209 | -138082 | -307121 | -111954 | -238677 |
Profit Factor | 1.2533 | 1.0056 | 1.4954 | 1.0382 | 0.9526 | 1.1106 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 120 | 56 | 64 | 120 | 56 | 64 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 53.0973 | 49.5575 | 56.6372 | 53.0973 | 49.5575 | 56.6372 |
Ratio Avg Win / Avg Loss | 1.1071 | 1.0236 | 1.1449 | 0.9171 | 0.9696 | 0.8503 |
Largest Winning Trade | 53542 | 23306 | 53542 | 46381 | 46381 | 43486 |
Largest Losing Trade | -60321 | -24768 | -60321 | -74349 | -58707 | -74349 |
Avg Bars in Trades | 39 | 30 | 49 | 39 | 30 | 49 |
Avg Bars in Winners | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Losers | 44 | 32 | 58 | 44 | 32 | 58 |
Bars Traded | 9007 | 3438 | 5569 | 9007 | 3438 | 5569 |
Profit Streak | 0 | 40.823 | 0 | 0 | 40.823 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310937 | -570026 | 328470 | -336845 | -580216 | -241707 |
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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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