Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214258.8945 | 97007.8864 | 117251.0081 | 290643.8806 | 14413.9569 | 276229.9237 |
Total P&L (%) | 214.2589 | 97.0079 | 117.251 | 290.6439 | 14.414 | 276.2299 |
Avg Daily Profit (%) | 0.2057 | 0.0931 | 0.1126 | 0.1309 | 0.0129 | 0.1273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96465 | -93034 | -39413 | -529761 | -497554 | -109000 |
Profit Factor | 1.4052 | 1.3459 | 1.4721 | 1.2026 | 1.017 | 1.4698 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 45.4545 | 43.8017 | 47.1074 | 45.4545 | 43.8017 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.6862 | 1.7268 | 1.6528 | 1.4432 | 1.3049 | 1.6503 |
Largest Winning Trade | 68686 | 68686 | 35442 | 266654 | 266654 | 100869 |
Largest Losing Trade | -20869 | -12430 | -20869 | -75295 | -75295 | -55790 |
Avg Bars in Trades | 100 | 93 | 107 | 100 | 93 | 107 |
Avg Bars in Winners | 132 | 135 | 130 | 132 | 135 | 130 |
Avg Bars in Losers | 73 | 60 | 87 | 73 | 60 | 87 |
Bars Traded | 24255 | 11264 | 12991 | 24255 | 11264 | 12991 |
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 | 324211 | -69804 | -41836 | -19289 | -408459 | -22220 |
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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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