Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321274.5082 | 80960.562 | 240313.9463 | 357829.014 | 55160.7478 | 302668.2662 |
Total P&L (%) | 321.2745 | 80.9606 | 240.3139 | 357.829 | 55.1607 | 302.6683 |
Avg Daily Profit (%) | 0.2153 | 0.0542 | 0.161 | 0.102 | 0.0294 | 0.0934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95546 | -119125 | -65549 | -299772 | -233306 | -167469 |
Profit Factor | 1.3338 | 1.1614 | 1.5214 | 1.1472 | 1.0444 | 1.2543 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Profitability (%) | 46.988 | 48.8 | 45.1613 | 46.988 | 48.8 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.5048 | 1.2185 | 1.8475 | 1.2942 | 1.0958 | 1.5231 |
Largest Winning Trade | 48843 | 48843 | 29531 | 90173 | 90173 | 82167 |
Largest Losing Trade | -34919 | -34919 | -31920 | -75796 | -75796 | -59178 |
Avg Bars in Trades | 11 | 8 | 14 | 11 | 8 | 14 |
Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 9 | 6 | 12 | 9 | 6 | 12 |
Bars Traded | 2945 | 1117 | 1828 | 2945 | 1117 | 1828 |
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 | 344240 | -163882 | 288258 | -115065 | -326609 | -69221 |
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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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