Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293231.0768 | 240248.6302 | 52982.4466 | 33968.8368 | 120613.8164 | -86644.9796 |
Total P&L (%) | 293.2311 | 240.2486 | 52.9824 | 33.9688 | 120.6138 | -86.645 |
Avg Daily Profit (%) | 0.1656 | 0.1357 | 0.0299 | 0.0165 | 0.0447 | -0.1136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115771 | -56672 | -123266 | -140142 | -61716 | -157579 |
Profit Factor | 1.4052 | 1.7697 | 1.1288 | 1.0377 | 1.3358 | 0.8397 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 47.5 | 48.3333 | 46.6667 | 47.5 | 48.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.5532 | 1.8918 | 1.29 | 1.147 | 1.4279 | 0.9597 |
Largest Winning Trade | 142608 | 142608 | 73518 | 77599 | 77089 | 77599 |
Largest Losing Trade | -44771 | -38985 | -44771 | -76514 | -38311 | -76514 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3296 | 1469 | 1827 | 3296 | 1469 | 1827 |
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 | 316403 | -178125 | -403413 | -352925 | -302470 | -751254 |
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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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