Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386016.7257 | 311672.7216 | 74344.0041 | 114525.9249 | -30395.7152 | 144921.6401 |
Total P&L (%) | 386.0167 | 311.6727 | 74.344 | 114.5259 | -30.3957 | 144.9216 |
Avg Daily Profit (%) | 0.1953 | 0.1577 | 0.0376 | 0.0386 | -0.0183 | 0.0453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166210 | -105706 | -197549 | -163927 | -193315 | -80786 |
Profit Factor | 1.4313 | 1.6732 | 1.1721 | 1.1285 | 0.946 | 1.4416 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 49.7992 | 46.4 | 53.2258 | 49.7992 | 46.4 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.4429 | 1.9328 | 1.03 | 1.1376 | 1.0928 | 1.2668 |
Largest Winning Trade | 141231 | 141231 | 50073 | 94959 | 94959 | 42544 |
Largest Losing Trade | -57202 | -41017 | -57202 | -139832 | -139832 | -46541 |
Avg Bars in Trades | 30 | 38 | 23 | 30 | 38 | 23 |
Avg Bars in Winners | 39 | 52 | 27 | 39 | 52 | 27 |
Avg Bars in Losers | 22 | 25 | 18 | 22 | 25 | 18 |
Bars Traded | 7683 | 4760 | 2923 | 7683 | 4760 | 2923 |
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 | 348906 | 317030 | -173395 | -219311 | -580733 | -130953 |
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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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