Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368698.1776 | 299249.2262 | 69448.9514 | -12316.5153 | 116827.4547 | -129143.97 |
Total P&L (%) | 368.6982 | 299.2492 | 69.449 | -12.3165 | 116.8275 | -129.144 |
Avg Daily Profit (%) | 0.1695 | 0.1376 | 0.0319 | -0.006 | 0.0356 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271074 | -101417 | -263616 | -293698 | -72174 | -305242 |
Profit Factor | 1.3005 | 1.5084 | 1.1088 | 0.9858 | 1.3351 | 0.7502 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 52.6104 | 52.4194 | 52.8 | 52.6104 | 52.4194 | 52.8 |
Ratio Avg Win / Avg Loss | 1.1715 | 1.3692 | 0.9912 | 0.8879 | 1.2119 | 0.6707 |
Largest Winning Trade | 67007 | 67007 | 56249 | 87920 | 87920 | 43749 |
Largest Losing Trade | -69295 | -29846 | -69295 | -78770 | -38408 | -78770 |
Avg Bars in Trades | 51 | 60 | 42 | 51 | 60 | 42 |
Avg Bars in Winners | 57 | 67 | 47 | 57 | 67 | 47 |
Avg Bars in Losers | 44 | 51 | 36 | 44 | 51 | 36 |
Bars Traded | 12737 | 7441 | 5296 | 12737 | 7441 | 5296 |
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 | 327187 | -7940 | -252635 | -579136 | -144973 | -580637 |
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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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