Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322479.2453 | 126559.9487 | 195919.2965 | 160652.5432 | -109227.3909 | 269879.9342 |
Total P&L (%) | 322.4792 | 126.5599 | 195.9193 | 160.6525 | -109.2274 | 269.8799 |
Avg Daily Profit (%) | 0.1847 | 0.0725 | 0.1122 | 0.0549 | 0 | 0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110806 | -107170 | -90086 | -704438 | -438426 | -544242 |
Profit Factor | 1.3198 | 1.1991 | 1.5255 | 1.0397 | 0.9545 | 1.1645 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 130 | 58 | 72 | 130 | 58 | 72 |
Losing Trades | 138 | 76 | 62 | 138 | 76 | 62 |
Profitability (%) | 48.5075 | 43.2836 | 53.7313 | 48.5075 | 43.2836 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.401 | 1.5712 | 1.3137 | 1.1037 | 1.2508 | 1.0027 |
Largest Winning Trade | 93579 | 93579 | 52505 | 270866 | 270866 | 191144 |
Largest Losing Trade | -33499 | -33499 | -24175 | -152772 | -152772 | -149612 |
Avg Bars in Trades | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Winners | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Losers | 20 | 24 | 16 | 20 | 24 | 16 |
Bars Traded | 6685 | 3715 | 2970 | 6685 | 3715 | 2970 |
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 | 316583 | -99126 | -41189 | -295360 | -581644 | -131965 |
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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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