Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340937.2274 | 204771.5852 | 136165.6422 | 28517.1348 | -4800.684 | 33317.8189 |
Total P&L (%) | 340.9372 | 204.7716 | 136.1656 | 28.5171 | -4.8007 | 33.3178 |
Avg Daily Profit (%) | 0.1802 | 0.1082 | 0.072 | 0.0133 | -0.0026 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214340 | -79454 | -220459 | -83628 | -32973 | -78375 |
Profit Factor | 1.4247 | 1.502 | 1.3449 | 1.0744 | 0.9776 | 1.1976 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 49.6 | 39.6825 | 59.6774 | 49.6 | 39.6825 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.4477 | 2.283 | 0.9087 | 1.0918 | 1.486 | 0.8092 |
Largest Winning Trade | 123632 | 123632 | 55949 | 34472 | 31921 | 34472 |
Largest Losing Trade | -57855 | -42724 | -57855 | -30316 | -21852 | -30316 |
Avg Bars in Trades | 58 | 64 | 53 | 58 | 64 | 53 |
Avg Bars in Winners | 72 | 83 | 64 | 72 | 83 | 64 |
Avg Bars in Losers | 45 | 51 | 36 | 45 | 51 | 36 |
Bars Traded | 7335 | 4046 | 3289 | 7335 | 4046 | 3289 |
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 | 305044 | -197059 | -251094 | -316848 | -730081 | -333079 |
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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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