Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371460.281 | 301917.1449 | 69543.1361 | 23757.4225 | -17093.4838 | 40850.9063 |
Total P&L (%) | 371.4603 | 301.9171 | 69.5431 | 23.7574 | -17.0935 | 40.8509 |
Avg Daily Profit (%) | 0.1938 | 0.1575 | 0.0363 | 0.0111 | -0.0098 | 0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128570 | -96925 | -88624 | -388764 | -338408 | -210630 |
Profit Factor | 1.4079 | 1.6808 | 1.1489 | 1.0121 | 0.9838 | 1.0451 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 50.2857 | 50 | 50.5747 | 50.2857 | 50 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.3919 | 1.6808 | 1.1227 | 1.0006 | 0.9838 | 1.0213 |
Largest Winning Trade | 194854 | 194854 | 54151 | 279865 | 279865 | 97347 |
Largest Losing Trade | -46216 | -24921 | -46216 | -112881 | -112881 | -94064 |
Avg Bars in Trades | 128 | 106 | 150 | 128 | 106 | 150 |
Avg Bars in Winners | 145 | 108 | 181 | 145 | 108 | 181 |
Avg Bars in Losers | 111 | 104 | 117 | 111 | 104 | 117 |
Bars Traded | 22447 | 9396 | 13051 | 22447 | 9396 | 13051 |
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 | 333532 | 364432 | -201497 | -388612 | -581096 | -342318 |
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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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