Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282100.6544 | 171764.3565 | 110336.2979 | -80989.7168 | -13609.731 | -67379.9858 |
Total P&L (%) | 282.1007 | 171.7644 | 110.3363 | -80.9897 | -13.6097 | -67.38 |
Avg Daily Profit (%) | 0.1554 | 0.0946 | 0.0608 | -0.0914 | -0.0081 | -0.0617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129596 | -109666 | -124481 | -104919 | -44978 | -101502 |
Profit Factor | 1.2844 | 1.4002 | 1.1961 | 0.7941 | 0.8991 | 0.7393 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 52.0362 | 49.5496 | 54.5455 | 52.0362 | 49.5496 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1839 | 1.4256 | 0.9967 | 0.732 | 0.9154 | 0.6161 |
Largest Winning Trade | 119754 | 119754 | 73034 | 25187 | 17163 | 25187 |
Largest Losing Trade | -88046 | -26652 | -88046 | -96519 | -13129 | -96519 |
Avg Bars in Trades | 48 | 35 | 61 | 48 | 35 | 61 |
Avg Bars in Winners | 52 | 38 | 66 | 52 | 38 | 66 |
Avg Bars in Losers | 43 | 32 | 55 | 43 | 32 | 55 |
Bars Traded | 10681 | 3932 | 6749 | 10681 | 3932 | 6749 |
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 | 311347 | -66420 | -117983 | -579357 | -581212 | -580450 |
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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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