Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272687.6974 | 15855.0446 | 256832.6528 | 99557.0522 | -238580.219 | 338137.2712 |
Total P&L (%) | 272.6877 | 15.855 | 256.8327 | 99.5571 | -238.5802 | 338.1373 |
Avg Daily Profit (%) | 0.1789 | 0.0104 | 0.1685 | 0.0453 | 0 | 0.097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158499 | -88000 | -123778 | -915018 | -547292 | -441045 |
Profit Factor | 1.2751 | 1.0307 | 1.5415 | 1.0307 | 0.8559 | 1.2125 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Profitability (%) | 51.2456 | 46.8085 | 55.7143 | 51.2456 | 46.8085 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.2131 | 1.1712 | 1.2253 | 0.9806 | 0.9726 | 0.9638 |
Largest Winning Trade | 38807 | 34894 | 38807 | 201307 | 201307 | 126662 |
Largest Losing Trade | -56951 | -56951 | -52868 | -265360 | -129917 | -265360 |
Avg Bars in Trades | 20 | 18 | 23 | 20 | 18 | 23 |
Avg Bars in Winners | 21 | 16 | 25 | 21 | 16 | 25 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5868 | 2538 | 3330 | 5868 | 2538 | 3330 |
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 | 334132 | -376525 | 350897 | -318905 | -581921 | -64793 |
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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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