Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169842.9156 | 169540.5831 | 302.3325 | -42493.5609 | 45319.5196 | -87813.0805 |
Total P&L (%) | 169.8429 | 169.5406 | 0.3023 | -42.4936 | 45.3195 | -87.8131 |
Avg Daily Profit (%) | 0.163 | 0.1628 | 0.0003 | -0.0531 | 0.0359 | -0.2019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137217 | -101359 | -82738 | -199782 | -134347 | -116062 |
Profit Factor | 1.204 | 1.4915 | 1.0006 | 0.9531 | 1.1213 | 0.8353 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Losing Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Profitability (%) | 48.3871 | 51.0791 | 45.7143 | 48.3871 | 51.0791 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.2842 | 1.4285 | 1.1882 | 1.0167 | 1.0739 | 0.9919 |
Largest Winning Trade | 43391 | 43391 | 25383 | 43465 | 27723 | 43465 |
Largest Losing Trade | -82738 | -42917 | -82738 | -96023 | -53856 | -96023 |
Avg Bars in Trades | 88 | 100 | 76 | 88 | 100 | 76 |
Avg Bars in Winners | 92 | 87 | 98 | 92 | 87 | 98 |
Avg Bars in Losers | 84 | 113 | 58 | 84 | 113 | 58 |
Bars Traded | 24664 | 13905 | 10759 | 24664 | 13905 | 10759 |
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 | 274839 | 306404 | -579892 | -578279 | -233859 | -582627 |
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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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