Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241687.293 | 201476.9132 | 40210.3799 | 62386.5286 | -49086.971 | 111473.4995 |
Total P&L (%) | 241.6873 | 201.4769 | 40.2104 | 62.3865 | -49.087 | 111.4735 |
Avg Daily Profit (%) | 0.232 | 0.1934 | 0.0386 | 0.0466 | -0.0648 | 0.0719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107818 | -110016 | -36713 | -371958 | -389002 | -139091 |
Profit Factor | 1.3323 | 1.378 | 1.207 | 1.0293 | 0.9686 | 1.1964 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 130 | 56 | 74 | 130 | 56 | 74 |
Losing Trades | 145 | 81 | 64 | 145 | 81 | 64 |
Profitability (%) | 47.2727 | 40.8759 | 53.6232 | 47.2727 | 40.8759 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.486 | 1.9931 | 1.0439 | 1.148 | 1.401 | 1.0347 |
Largest Winning Trade | 172261 | 172261 | 17973 | 188640 | 188640 | 57321 |
Largest Losing Trade | -26705 | -26705 | -11149 | -89073 | -89073 | -46959 |
Avg Bars in Trades | 88 | 158 | 18 | 88 | 158 | 18 |
Avg Bars in Winners | 107 | 222 | 20 | 107 | 222 | 20 |
Avg Bars in Losers | 71 | 114 | 17 | 71 | 114 | 17 |
Bars Traded | 24370 | 21750 | 2620 | 24370 | 21750 | 2620 |
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 | 307941 | 197891 | -143466 | -319182 | -582850 | -100816 |
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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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