Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672377.7263 | 585076.8926 | 87300.8337 | 222319.9057 | -2173.8266 | 224493.7322 |
Total P&L (%) | 672.3777 | 585.0769 | 87.3008 | 222.3199 | -2.1738 | 224.4937 |
Avg Daily Profit (%) | 0.2844 | 0.2475 | 0.0369 | 0.0495 | -0.0009 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137516 | -147487 | -159795 | -329183 | -350988 | -153780 |
Profit Factor | 1.8295 | 2.3246 | 1.2367 | 1.1734 | 0.9973 | 1.4655 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 40.3361 | 31.6667 | 49.1525 | 40.3361 | 31.6667 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.7061 | 5.0162 | 1.2793 | 1.7357 | 2.152 | 1.516 |
Largest Winning Trade | 265830 | 265830 | 49010 | 155156 | 155156 | 114209 |
Largest Losing Trade | -77693 | -34595 | -77693 | -135841 | -135841 | -99688 |
Avg Bars in Trades | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Winners | 89 | 101 | 81 | 89 | 101 | 81 |
Avg Bars in Losers | 34 | 41 | 24 | 34 | 41 | 24 |
Bars Traded | 6766 | 3656 | 3110 | 6766 | 3656 | 3110 |
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 | 316375 | -163717 | -320880 | -158861 | -754587 | -301203 |
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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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