Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210974.3029 | 158984.8222 | 51989.4807 | 189960.2333 | 227072.0536 | -37111.8202 |
Total P&L (%) | 210.9743 | 158.9848 | 51.9895 | 189.9602 | 227.0721 | -37.1118 |
Avg Daily Profit (%) | 0.2025 | 0.1526 | 0.0499 | 0.1023 | 0.1138 | -0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93697 | -73070 | -69838 | -468855 | -344046 | -298778 |
Profit Factor | 1.2946 | 1.449 | 1.1436 | 1.0919 | 1.2229 | 0.9646 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Losing Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Profitability (%) | 48.7633 | 46.8085 | 50.7042 | 48.7633 | 46.8085 | 50.7042 |
Ratio Avg Win / Avg Loss | 1.3602 | 1.6466 | 1.1118 | 1.1473 | 1.3896 | 0.9378 |
Largest Winning Trade | 52676 | 52676 | 25338 | 149990 | 149990 | 69276 |
Largest Losing Trade | -22213 | -16833 | -22213 | -114690 | -114690 | -110279 |
Avg Bars in Trades | 87 | 81 | 92 | 87 | 81 | 92 |
Avg Bars in Winners | 97 | 92 | 102 | 97 | 92 | 102 |
Avg Bars in Losers | 77 | 72 | 82 | 77 | 72 | 82 |
Bars Traded | 24712 | 11530 | 13182 | 24712 | 11530 | 13182 |
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 | 312938 | 284400 | -190152 | -174937 | -42848 | -580864 |
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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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