Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139379.3594 | 70687.1858 | 68692.1735 | 152506.7829 | 49911.106 | 102595.6769 |
Total P&L (%) | 139.3794 | 70.6872 | 68.6922 | 152.5068 | 49.9111 | 102.5957 |
Avg Daily Profit (%) | 0.2676 | 0.1357 | 0.1319 | 0.178 | 0.0778 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71421 | -72133 | -34115 | -236602 | -236902 | -112681 |
Profit Factor | 1.3348 | 1.3216 | 1.3497 | 1.1429 | 1.0903 | 1.1996 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 141 | 76 | 65 | 141 | 76 | 65 |
Profitability (%) | 45.1362 | 40.625 | 49.6124 | 45.1362 | 40.625 | 49.6124 |
Ratio Avg Win / Avg Loss | 1.6225 | 1.9315 | 1.3708 | 1.3893 | 1.5935 | 1.2183 |
Largest Winning Trade | 54371 | 54371 | 20718 | 126882 | 126882 | 68192 |
Largest Losing Trade | -10141 | -8378 | -10141 | -34946 | -32294 | -34946 |
Avg Bars in Trades | 95 | 86 | 104 | 95 | 86 | 104 |
Avg Bars in Winners | 133 | 126 | 139 | 133 | 126 | 139 |
Avg Bars in Losers | 64 | 59 | 70 | 64 | 59 | 70 |
Bars Traded | 24604 | 11062 | 13542 | 24604 | 11062 | 13542 |
Profit Streak | 0 | 3.8638 | 0 | 0 | 3.8638 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305681 | -14835 | -17583 | -56984 | -214890 | -13875 |
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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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