Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336185.9725 | 145961.1189 | 190224.8536 | 229707.659 | 17646.3754 | 212061.2836 |
Total P&L (%) | 336.186 | 145.9611 | 190.2249 | 229.7077 | 17.6464 | 212.0613 |
Avg Daily Profit (%) | 0.2084 | 0.0905 | 0.1179 | 0.074 | 0.0101 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109799 | -86667 | -58047 | -243381 | -158571 | -218578 |
Profit Factor | 1.3264 | 1.253 | 1.4199 | 1.1367 | 1.0195 | 1.2727 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 136 | 55 | 81 | 136 | 55 | 81 |
Losing Trades | 113 | 70 | 43 | 113 | 70 | 43 |
Profitability (%) | 54.6185 | 44 | 65.3226 | 54.6185 | 44 | 65.3226 |
Ratio Avg Win / Avg Loss | 1.1021 | 1.5947 | 0.7538 | 0.9444 | 1.2976 | 0.6756 |
Largest Winning Trade | 49226 | 49226 | 34919 | 60839 | 60839 | 60227 |
Largest Losing Trade | -48597 | -37903 | -48597 | -151447 | -57933 | -151447 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3149 | 1583 | 1566 | 3149 | 1583 | 1566 |
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 | 364229 | -73523 | -34374 | -163829 | -389138 | -98413 |
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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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