Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373167.0122 | 210197.1878 | 162969.8244 | 122365.7114 | -220898.7742 | 343264.4856 |
Total P&L (%) | 373.167 | 210.1972 | 162.9698 | 122.3657 | -220.8988 | 343.2645 |
Avg Daily Profit (%) | 0.2049 | 0.1154 | 0.0895 | 0.0439 | 0 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137633 | -103454 | -86893 | -1120087 | -632720 | -773241 |
Profit Factor | 1.3759 | 1.4268 | 1.3258 | 1.0293 | 0.8896 | 1.1577 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 103 | 44 | 59 | 103 | 44 | 59 |
Losing Trades | 123 | 69 | 54 | 123 | 69 | 54 |
Profitability (%) | 45.5752 | 38.9381 | 52.2124 | 45.5752 | 38.9381 | 52.2124 |
Ratio Avg Win / Avg Loss | 1.6431 | 2.2375 | 1.2135 | 1.2292 | 1.395 | 1.0596 |
Largest Winning Trade | 116480 | 116480 | 47385 | 367484 | 231774 | 367484 |
Largest Losing Trade | -51252 | -28341 | -51252 | -392465 | -228379 | -392465 |
Avg Bars in Trades | 94 | 74 | 114 | 94 | 74 | 114 |
Avg Bars in Winners | 126 | 87 | 155 | 126 | 87 | 155 |
Avg Bars in Losers | 67 | 65 | 68 | 67 | 65 | 68 |
Bars Traded | 21285 | 8362 | 12923 | 21285 | 8362 | 12923 |
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 | 316222 | -41506 | -73222 | -323127 | -583666 | -130760 |
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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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