Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292740.999 | 201770.5705 | 90970.4285 | 85214.7815 | -27933.3736 | 113148.1551 |
Total P&L (%) | 292.741 | 201.7706 | 90.9704 | 85.2148 | -27.9334 | 113.1482 |
Avg Daily Profit (%) | 0.1745 | 0.1202 | 0.0542 | 0.0367 | -0.0195 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110022 | -94081 | -74321 | -489385 | -358459 | -304938 |
Profit Factor | 1.4335 | 1.5481 | 1.2962 | 1.0368 | 0.9778 | 1.1072 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 48.062 | 43.75 | 52.3077 | 48.062 | 43.75 | 52.3077 |
Ratio Avg Win / Avg Loss | 1.5491 | 1.9904 | 1.1818 | 1.1205 | 1.2571 | 1.0095 |
Largest Winning Trade | 149036 | 149036 | 50506 | 210089 | 210089 | 128977 |
Largest Losing Trade | -29054 | -29054 | -27424 | -162754 | -111724 | -162754 |
Avg Bars in Trades | 153 | 148 | 158 | 153 | 148 | 158 |
Avg Bars in Winners | 184 | 193 | 176 | 184 | 193 | 176 |
Avg Bars in Losers | 125 | 114 | 138 | 125 | 114 | 138 |
Bars Traded | 19821 | 9516 | 10305 | 19821 | 9516 | 10305 |
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 | 324061 | -171665 | -251845 | -324235 | -721000 | -366670 |
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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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