Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260482.0519 | 205976.2394 | 54505.8125 | 221690.9452 | 249750.9281 | -28059.9829 |
Total P&L (%) | 260.4821 | 205.9762 | 54.5058 | 221.6909 | 249.7509 | -28.06 |
Avg Daily Profit (%) | 0.2501 | 0.1977 | 0.0523 | 0.1122 | 0.1203 | -0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90328 | -58541 | -95645 | -244350 | -136153 | -192728 |
Profit Factor | 1.4085 | 1.9248 | 1.1313 | 1.1816 | 1.5791 | 0.9645 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
Profitability (%) | 43.4959 | 39.8374 | 47.1545 | 43.4959 | 39.8374 | 47.1545 |
Ratio Avg Win / Avg Loss | 1.8297 | 2.9069 | 1.2679 | 1.5349 | 2.3847 | 1.0809 |
Largest Winning Trade | 111131 | 111131 | 48661 | 88049 | 88049 | 77939 |
Largest Losing Trade | -36661 | -11730 | -36661 | -75720 | -37515 | -75720 |
Avg Bars in Trades | 97 | 38 | 156 | 97 | 38 | 156 |
Avg Bars in Winners | 169 | 73 | 250 | 169 | 73 | 250 |
Avg Bars in Losers | 42 | 16 | 72 | 42 | 16 | 72 |
Bars Traded | 24056 | 4773 | 19283 | 24056 | 4773 | 19283 |
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 | 311925 | 254780 | -201454 | -64118 | -33726 | -580445 |
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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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