Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344382.6902 | 283927.9812 | 60454.7089 | 199463.2801 | 350292.976 | -150829.6958 |
Total P&L (%) | 344.3827 | 283.928 | 60.4547 | 199.4633 | 350.293 | -150.8297 |
Avg Daily Profit (%) | 0.1562 | 0.1288 | 0.0274 | 0.0498 | 0.0683 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177661 | -149091 | -86864 | -1328964 | -1056668 | -654579 |
Profit Factor | 1.3699 | 1.594 | 1.1335 | 1.0384 | 1.1321 | 0.9406 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Profitability (%) | 49.1597 | 50.4202 | 47.8992 | 49.1597 | 50.4202 | 47.8992 |
Ratio Avg Win / Avg Loss | 1.4168 | 1.5674 | 1.2329 | 1.0739 | 1.1132 | 1.0232 |
Largest Winning Trade | 94224 | 94224 | 42580 | 380168 | 380168 | 293558 |
Largest Losing Trade | -32273 | -32273 | -28662 | -330923 | -319827 | -330923 |
Avg Bars in Trades | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Winners | 64 | 55 | 74 | 64 | 55 | 74 |
Avg Bars in Losers | 45 | 52 | 39 | 45 | 52 | 39 |
Bars Traded | 13125 | 6466 | 6659 | 13125 | 6466 | 6659 |
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 | 312348 | -18310 | -231653 | -303821 | -177187 | -580166 |
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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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