Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312082.929 | 293722.1016 | 18360.8274 | 57418.9976 | 249551.9339 | -192132.9363 |
Total P&L (%) | 312.0829 | 293.7221 | 18.3608 | 57.419 | 249.5519 | -192.1329 |
Avg Daily Profit (%) | 0.1498 | 0.141 | 0.0088 | 0.0218 | 0.0601 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74946 | -90467 | -129146 | -214859 | -159326 | -249844 |
Profit Factor | 1.2981 | 1.6391 | 1.0313 | 1.0314 | 1.3024 | 0.8083 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Losing Trades | 120 | 56 | 64 | 120 | 56 | 64 |
Profitability (%) | 51.2195 | 54.4715 | 47.9675 | 51.2195 | 54.4715 | 47.9675 |
Ratio Avg Win / Avg Loss | 1.2363 | 1.37 | 1.1187 | 0.9823 | 1.0886 | 0.8768 |
Largest Winning Trade | 87944 | 87944 | 59048 | 95761 | 95761 | 76729 |
Largest Losing Trade | -44882 | -28645 | -44882 | -97352 | -65929 | -97352 |
Avg Bars in Trades | 100 | 99 | 100 | 100 | 99 | 100 |
Avg Bars in Winners | 127 | 117 | 140 | 127 | 117 | 140 |
Avg Bars in Losers | 71 | 79 | 64 | 71 | 79 | 64 |
Bars Traded | 24710 | 12296 | 12414 | 24710 | 12296 | 12414 |
Profit Streak | 0 | 23.9353 | 0 | 0 | 23.9353 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305157 | -1418 | -376188 | -350785 | -111192 | -581795 |
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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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