Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190196.1012 | 135049.4758 | 55146.6254 | 132323.7186 | 75336.854 | 56986.8645 |
Total P&L (%) | 190.1961 | 135.0495 | 55.1466 | 132.3237 | 75.3369 | 56.9869 |
Avg Daily Profit (%) | 0.3652 | 0.2593 | 0.1059 | 0.162 | 0.1079 | 0.0866 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87855 | -80837 | -28922 | -164370 | -170985 | -67149 |
Profit Factor | 1.3447 | 1.3919 | 1.2662 | 1.1566 | 1.1441 | 1.1768 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 107 | 43 | 64 | 107 | 43 | 64 |
Losing Trades | 142 | 81 | 61 | 142 | 81 | 61 |
Profitability (%) | 42.9719 | 34.6774 | 51.2 | 42.9719 | 34.6774 | 51.2 |
Ratio Avg Win / Avg Loss | 1.7846 | 2.622 | 1.2068 | 1.5349 | 2.1552 | 1.1217 |
Largest Winning Trade | 120666 | 120666 | 27064 | 153128 | 153128 | 53816 |
Largest Losing Trade | -17843 | -17843 | -16169 | -46617 | -46617 | -36894 |
Avg Bars in Trades | 98 | 140 | 56 | 98 | 140 | 56 |
Avg Bars in Winners | 132 | 224 | 70 | 132 | 224 | 70 |
Avg Bars in Losers | 72 | 96 | 41 | 72 | 96 | 41 |
Bars Traded | 24541 | 17466 | 7075 | 24541 | 17466 | 7075 |
Profit Streak | 0 | 2.442 | 0 | 0 | 2.442 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306067 | 52648 | -53378 | -41876 | -118302 | -104811 |
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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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