Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510134.9848 | 400333.2496 | 109801.7352 | -20939.7892 | -42097.9017 | 21158.1126 |
Total P&L (%) | 510.135 | 400.3333 | 109.8017 | -20.9398 | -42.0979 | 21.1581 |
Avg Daily Profit (%) | 0.2683 | 0.2106 | 0.0578 | -0.0124 | -0.0287 | 0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260272 | -117487 | -197610 | -721399 | -460325 | -480763 |
Profit Factor | 1.5955 | 2.1537 | 1.2155 | 0.9902 | 0.9474 | 1.0159 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 61.157 | 65.5738 | 56.6667 | 61.157 | 65.5738 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.0134 | 1.1307 | 0.9295 | 0.6289 | 0.4974 | 0.7769 |
Largest Winning Trade | 156211 | 156211 | 60548 | 283123 | 197019 | 283123 |
Largest Losing Trade | -87169 | -45648 | -87169 | -242515 | -144687 | -242515 |
Avg Bars in Trades | 90 | 76 | 105 | 90 | 76 | 105 |
Avg Bars in Winners | 82 | 56 | 112 | 82 | 56 | 112 |
Avg Bars in Losers | 104 | 113 | 96 | 104 | 113 | 96 |
Bars Traded | 11000 | 4668 | 6332 | 11000 | 4668 | 6332 |
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 | 442035 | -148964 | -286221 | -579010 | -740439 | -558458 |
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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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