Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358254.091 | 135953.5166 | 222300.5744 | 188748.9229 | 55162.8475 | 133586.0754 |
Total P&L (%) | 358.2541 | 135.9535 | 222.3006 | 188.7489 | 55.1628 | 133.5861 |
Avg Daily Profit (%) | 0.2416 | 0.0917 | 0.1499 | 0.0715 | 0.0296 | 0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75106 | -122054 | -59008 | -421442 | -459600 | -205867 |
Profit Factor | 1.3681 | 1.256 | 1.5029 | 1.0743 | 1.0403 | 1.114 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 83 | 33 | 50 | 83 | 33 | 50 |
Losing Trades | 127 | 72 | 55 | 127 | 72 | 55 |
Profitability (%) | 39.5238 | 31.4286 | 47.619 | 39.5238 | 31.4286 | 47.619 |
Ratio Avg Win / Avg Loss | 2.0934 | 2.7403 | 1.6532 | 1.6438 | 2.2698 | 1.2254 |
Largest Winning Trade | 126694 | 126694 | 39935 | 285971 | 285971 | 115685 |
Largest Losing Trade | -37523 | -33759 | -37523 | -115363 | -115363 | -103433 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 2786 | 1272 | 1514 | 2786 | 1272 | 1514 |
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 | 248061 | -76866 | 308564 | -237805 | -336579 | -212550 |
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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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