Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92099.4942 | 15943.0269 | 76156.4673 | 71941.7495 | -7701.9073 | 79643.6568 |
Total P&L (%) | 92.0995 | 15.943 | 76.1565 | 71.9418 | -7.7019 | 79.6437 |
Avg Daily Profit (%) | 0.3537 | 0.0612 | 0.2924 | 0.2083 | -0.0308 | 0.2252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102059 | -37841 | -72176 | -428049 | -137575 | -308714 |
Profit Factor | 1.2508 | 1.1041 | 1.3558 | 1.0589 | 0.984 | 1.1078 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 143 | 63 | 80 | 143 | 63 | 80 |
Losing Trades | 117 | 67 | 50 | 117 | 67 | 50 |
Profitability (%) | 55 | 48.4615 | 61.5385 | 55 | 48.4615 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.0234 | 1.1742 | 0.8474 | 0.8664 | 1.0465 | 0.6924 |
Largest Winning Trade | 27540 | 27540 | 17375 | 51799 | 51799 | 44704 |
Largest Losing Trade | -32452 | -12157 | -32452 | -156395 | -38856 | -156395 |
Avg Bars in Trades | 94 | 36 | 153 | 94 | 36 | 153 |
Avg Bars in Winners | 81 | 27 | 123 | 81 | 27 | 123 |
Avg Bars in Losers | 111 | 44 | 201 | 111 | 44 | 201 |
Bars Traded | 24699 | 4703 | 19996 | 24699 | 4703 | 19996 |
Profit Streak | 0 | 0 | 6.2704 | 0 | 0 | 6.2704 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335902 | -228976 | 296165 | -149098 | -581314 | -94765 |
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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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