Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196891.4706 | 50486.3789 | 146405.0918 | 22348.8149 | -27994.3173 | 50343.1322 |
Total P&L (%) | 196.8915 | 50.4864 | 146.4051 | 22.3488 | -27.9943 | 50.3431 |
Avg Daily Profit (%) | 0.1908 | 0.0489 | 0.1418 | 0.0195 | -0.0318 | 0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69603 | -89284 | -69603 | -107887 | -132657 | -107887 |
Profit Factor | 1.3209 | 1.1481 | 1.5368 | 1.0298 | 0.9298 | 1.1432 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 54.9618 | 54.5455 | 55.3846 | 54.9618 | 54.5455 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.0824 | 0.9567 | 1.238 | 0.8439 | 0.7748 | 0.9209 |
Largest Winning Trade | 51371 | 51371 | 41070 | 53226 | 43981 | 53226 |
Largest Losing Trade | -69603 | -31737 | -69603 | -107887 | -44189 | -107887 |
Avg Bars in Trades | 88 | 71 | 105 | 88 | 71 | 105 |
Avg Bars in Winners | 73 | 49 | 98 | 73 | 49 | 98 |
Avg Bars in Losers | 105 | 98 | 113 | 105 | 98 | 113 |
Bars Traded | 11552 | 4714 | 6838 | 11552 | 4714 | 6838 |
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 | 314773 | -311785 | -133134 | -360511 | -704369 | -337069 |
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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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