Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149303.3101 | 135084.1871 | 14219.123 | 44897.518 | 166811.7373 | -121914.2192 |
Total P&L (%) | 149.3033 | 135.0842 | 14.2191 | 44.8975 | 166.8117 | -121.9142 |
Avg Daily Profit (%) | 0.2867 | 0.2594 | 0.0273 | 0.0712 | 0.1886 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105733 | -50435 | -111513 | -278556 | -125957 | -247949 |
Profit Factor | 1.2144 | 1.4337 | 1.037 | 1.0311 | 1.2688 | 0.8515 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 49.0909 | 47.1014 | 51.0949 | 49.0909 | 47.1014 | 51.0949 |
Ratio Avg Win / Avg Loss | 1.2594 | 1.6101 | 0.9925 | 1.0693 | 1.425 | 0.815 |
Largest Winning Trade | 55369 | 55369 | 25477 | 80943 | 80943 | 49360 |
Largest Losing Trade | -55959 | -17855 | -55959 | -127101 | -49761 | -127101 |
Avg Bars in Trades | 88 | 84 | 92 | 88 | 84 | 92 |
Avg Bars in Winners | 100 | 96 | 104 | 100 | 96 | 104 |
Avg Bars in Losers | 77 | 74 | 80 | 77 | 74 | 80 |
Bars Traded | 24446 | 11718 | 12729 | 24446 | 11718 | 12729 |
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 | 303802 | 297208 | -373081 | -285376 | 199165 | -581395 |
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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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