Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285084.2381 | 228047.2068 | 57037.0313 | -7122.2421 | -27693.2489 | 20571.0068 |
Total P&L (%) | 285.0842 | 228.0472 | 57.037 | -7.1222 | -27.6932 | 20.571 |
Avg Daily Profit (%) | 0.2081 | 0.1665 | 0.0416 | -0.0054 | -0.0237 | 0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143194 | -92231 | -87719 | -144566 | -118106 | -81739 |
Profit Factor | 1.4109 | 1.6011 | 1.1814 | 0.9908 | 0.9354 | 1.0589 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 52.1429 | 44.2857 | 60 | 52.1429 | 44.2857 | 60 |
Ratio Avg Win / Avg Loss | 1.295 | 2.0143 | 0.7876 | 0.9094 | 1.1767 | 0.7059 |
Largest Winning Trade | 252056 | 252056 | 54211 | 82181 | 82181 | 77752 |
Largest Losing Trade | -47766 | -27191 | -47766 | -53563 | -53563 | -45930 |
Avg Bars in Trades | 27 | 20 | 33 | 27 | 20 | 33 |
Avg Bars in Winners | 35 | 25 | 42 | 35 | 25 | 42 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 3806 | 1445 | 2361 | 3806 | 1445 | 2361 |
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 | 337633 | -86037 | -253653 | -579851 | -675513 | -431397 |
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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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