Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301142.9356 | 269308.6642 | 31834.2715 | -22757.5751 | 89577.4056 | -112334.9807 |
Total P&L (%) | 301.1429 | 269.3087 | 31.8343 | -22.7576 | 89.5774 | -112.335 |
Avg Daily Profit (%) | 0.1631 | 0.1458 | 0.0172 | -0.014 | 0.0346 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163570 | -103825 | -144675 | -238162 | -178169 | -200123 |
Profit Factor | 1.2369 | 1.4023 | 1.0529 | 0.9867 | 1.1029 | 0.8653 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 54.4681 | 52.5424 | 56.4103 | 54.4681 | 52.5424 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.034 | 1.2666 | 0.8136 | 0.8248 | 0.9962 | 0.6687 |
Largest Winning Trade | 126471 | 126471 | 37601 | 70416 | 70416 | 42378 |
Largest Losing Trade | -46249 | -41655 | -46249 | -92012 | -92012 | -62378 |
Avg Bars in Trades | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Winners | 34 | 36 | 31 | 34 | 36 | 31 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 7249 | 3949 | 3300 | 7249 | 3949 | 3300 |
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 | 317265 | 88406 | -335892 | -578969 | -255528 | -579912 |
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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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