Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356211.9371 | 146745.3387 | 209466.5984 | 65568.9009 | -122983.6718 | 188552.5727 |
Total P&L (%) | 356.2119 | 146.7453 | 209.4666 | 65.5689 | -122.9837 | 188.5526 |
Avg Daily Profit (%) | 0.233 | 0.096 | 0.137 | 0.033 | 0 | 0.0694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136987 | -141500 | -94430 | -637626 | -474033 | -284720 |
Profit Factor | 1.298 | 1.2281 | 1.3796 | 1.0229 | 0.9197 | 1.1415 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 121 | 56 | 65 | 121 | 56 | 65 |
Losing Trades | 147 | 78 | 69 | 147 | 78 | 69 |
Profitability (%) | 45.1493 | 41.791 | 48.5075 | 45.1493 | 41.791 | 48.5075 |
Ratio Avg Win / Avg Loss | 1.5769 | 1.7106 | 1.4645 | 1.2427 | 1.2809 | 1.2118 |
Largest Winning Trade | 193744 | 193744 | 31864 | 193744 | 193744 | 146517 |
Largest Losing Trade | -60140 | -37050 | -60140 | -139325 | -139325 | -111170 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3009 | 1529 | 1480 | 3009 | 1529 | 1480 |
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 | 319672 | -67156 | -10016 | -344651 | -582224 | -165672 |
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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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