Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273436.6117 | 79449.1282 | 193987.4835 | 38143.3792 | 59264.1936 | -21120.8144 |
Total P&L (%) | 273.4366 | 79.4491 | 193.9875 | 38.1434 | 59.2642 | -21.1208 |
Avg Daily Profit (%) | 0.1833 | 0.0533 | 0.1301 | 0.0217 | 0.0312 | -0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142878 | -128873 | -73146 | -684467 | -357891 | -460389 |
Profit Factor | 1.2346 | 1.1221 | 1.3768 | 1.0119 | 1.0353 | 0.9861 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Profitability (%) | 51.626 | 48.7805 | 54.4715 | 51.626 | 48.7805 | 54.4715 |
Ratio Avg Win / Avg Loss | 1.1568 | 1.1782 | 1.1507 | 0.9482 | 1.087 | 0.8242 |
Largest Winning Trade | 77464 | 77464 | 31454 | 176265 | 176265 | 141529 |
Largest Losing Trade | -33849 | -33583 | -33849 | -148152 | -148152 | -136488 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 2902 | 1451 | 1451 | 2902 | 1451 | 1451 |
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 | 321787 | -208408 | -18207 | -373604 | -334073 | -580148 |
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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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