Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189272.6573 | 148580.385 | 40692.2724 | 78143.9918 | -14679.2969 | 92823.2886 |
Total P&L (%) | 189.2727 | 148.5804 | 40.6923 | 78.144 | -14.6793 | 92.8233 |
Avg Daily Profit (%) | 0.1817 | 0.1426 | 0.0391 | 0.0554 | -0.0152 | 0.0631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96969 | -95496 | -46956 | -551156 | -462471 | -197780 |
Profit Factor | 1.257 | 1.3869 | 1.1154 | 1.0368 | 0.9877 | 1.1002 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 120 | 52 | 68 | 120 | 52 | 68 |
Losing Trades | 120 | 68 | 52 | 120 | 68 | 52 |
Profitability (%) | 50 | 43.3333 | 56.6667 | 50 | 43.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.257 | 1.8137 | 0.853 | 1.0368 | 1.2917 | 0.8413 |
Largest Winning Trade | 72572 | 72572 | 22876 | 170436 | 170436 | 77530 |
Largest Losing Trade | -39924 | -20340 | -39924 | -125070 | -115058 | -125070 |
Avg Bars in Trades | 102 | 95 | 109 | 102 | 95 | 109 |
Avg Bars in Winners | 106 | 104 | 108 | 106 | 104 | 108 |
Avg Bars in Losers | 97 | 88 | 110 | 97 | 88 | 110 |
Bars Traded | 24568 | 11412 | 13156 | 24568 | 11412 | 13156 |
Profit Streak | 0 | 0 | 23.9515 | 0 | 0 | 23.9515 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307491 | -3725 | -236942 | -297663 | -581939 | -219543 |
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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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