Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267380.4085 | 193866.6171 | 73513.7914 | 31516.1447 | 62511.7254 | -30995.5807 |
Total P&L (%) | 267.3804 | 193.8666 | 73.5138 | 31.5161 | 62.5117 | -30.9956 |
Avg Daily Profit (%) | 0.2595 | 0.1882 | 0.0714 | 0.0266 | 0.0471 | -0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190050 | -128204 | -143672 | -106765 | -104673 | -99829 |
Profit Factor | 1.269 | 1.3607 | 1.1611 | 1.0631 | 1.2578 | 0.8795 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 120 | 50 | 70 | 120 | 50 | 70 |
Losing Trades | 125 | 72 | 53 | 125 | 72 | 53 |
Profitability (%) | 48.9796 | 40.9836 | 56.9106 | 48.9796 | 40.9836 | 56.9106 |
Ratio Avg Win / Avg Loss | 1.3219 | 1.9594 | 0.8791 | 1.1074 | 1.8112 | 0.6659 |
Largest Winning Trade | 89195 | 89195 | 34648 | 40910 | 40910 | 17523 |
Largest Losing Trade | -58362 | -37423 | -58362 | -53258 | -20541 | -53258 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 4029 | 2153 | 1876 | 4029 | 2153 | 1876 |
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 | 330739 | 202569 | -141746 | -310305 | -132970 | -579831 |
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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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