Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241923.1795 | 202066.2675 | 39856.912 | 157151.9477 | 261934.7807 | -104782.8329 |
Total P&L (%) | 241.9232 | 202.0663 | 39.8569 | 157.1519 | 261.9348 | -104.7828 |
Avg Daily Profit (%) | 0.2323 | 0.194 | 0.0383 | 0.0907 | 0.1236 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139313 | -77085 | -120896 | -422604 | -250664 | -375551 |
Profit Factor | 1.4935 | 1.9163 | 1.1478 | 1.0942 | 1.3474 | 0.8853 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 46.2264 | 45.283 | 47.1698 | 46.2264 | 45.283 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.7373 | 2.3155 | 1.2855 | 1.2729 | 1.6282 | 0.9916 |
Largest Winning Trade | 82195 | 82195 | 55755 | 172789 | 172789 | 119737 |
Largest Losing Trade | -29746 | -27576 | -29746 | -118883 | -118883 | -113549 |
Avg Bars in Trades | 229 | 219 | 240 | 229 | 219 | 240 |
Avg Bars in Winners | 333 | 297 | 369 | 333 | 297 | 369 |
Avg Bars in Losers | 140 | 154 | 126 | 140 | 154 | 126 |
Bars Traded | 24372 | 11612 | 12760 | 24372 | 11612 | 12760 |
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 | 327190 | -170681 | -383142 | -189905 | -208456 | -761933 |
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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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