Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215534.2334 | 134910.6491 | 80623.5842 | 69623.4101 | -6096.6688 | 75720.0789 |
Total P&L (%) | 215.5342 | 134.9106 | 80.6236 | 69.6234 | -6.0967 | 75.7201 |
Avg Daily Profit (%) | 0.2091 | 0.1309 | 0.0782 | 0.0513 | -0.0061 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113716 | -113829 | -72742 | -127391 | -123401 | -53030 |
Profit Factor | 1.349 | 1.3994 | 1.2881 | 1.1259 | 0.9817 | 1.3434 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 52 | 51.6129 | 52.381 | 52 | 51.6129 | 52.381 |
Ratio Avg Win / Avg Loss | 1.2452 | 1.3119 | 1.171 | 1.0393 | 0.9203 | 1.2213 |
Largest Winning Trade | 97164 | 97164 | 24927 | 79351 | 79351 | 36434 |
Largest Losing Trade | -50834 | -50834 | -24286 | -42252 | -42252 | -20731 |
Avg Bars in Trades | 94 | 120 | 68 | 94 | 120 | 68 |
Avg Bars in Winners | 106 | 137 | 76 | 106 | 137 | 76 |
Avg Bars in Losers | 81 | 103 | 60 | 81 | 103 | 60 |
Bars Traded | 11824 | 7496 | 4328 | 11824 | 7496 | 4328 |
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 | 312214 | -171584 | -234884 | -205901 | -734749 | -265894 |
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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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