Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269708.1572 | 190321.6472 | 79386.5099 | -78778.5545 | 53289.4232 | -132067.9777 |
Total P&L (%) | 269.7082 | 190.3216 | 79.3865 | -78.7786 | 53.2894 | -132.068 |
Avg Daily Profit (%) | 0.1988 | 0.1403 | 0.0585 | -0.1142 | 0.0315 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241405 | -80481 | -240704 | -280693 | -118933 | -334685 |
Profit Factor | 1.2963 | 1.4206 | 1.1735 | 0.8994 | 1.1773 | 0.7262 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 59.4444 | 53.3333 | 65.5556 | 59.4444 | 53.3333 | 65.5556 |
Ratio Avg Win / Avg Loss | 0.8844 | 1.243 | 0.6166 | 0.6136 | 1.0301 | 0.3815 |
Largest Winning Trade | 54127 | 54127 | 29724 | 56143 | 56143 | 51222 |
Largest Losing Trade | -94481 | -36731 | -94481 | -148487 | -68895 | -148487 |
Avg Bars in Trades | 21 | 24 | 19 | 21 | 24 | 19 |
Avg Bars in Winners | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Losers | 25 | 28 | 20 | 25 | 28 | 20 |
Bars Traded | 3953 | 2168 | 1786 | 3953 | 2168 | 1786 |
Profit Streak | 0 | 0 | 74.2197 | 0 | 0 | 74.2197 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304195 | -4586 | -142410 | -578333 | -177099 | -576998 |
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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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