Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368939.2431 | 123316.2497 | 245622.9934 | 386354.5492 | -33097.6688 | 419452.218 |
Total P&L (%) | 368.9392 | 123.3163 | 245.623 | 386.3545 | -33.0977 | 419.4522 |
Avg Daily Profit (%) | 0.2476 | 0.0828 | 0.1648 | 0.1062 | -0.027 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183030 | -65450 | -149324 | -812952 | -508498 | -605693 |
Profit Factor | 1.3539 | 1.2297 | 1.4857 | 1.0914 | 0.9854 | 1.2145 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Profitability (%) | 52.2088 | 48.3871 | 56 | 52.2088 | 48.3871 | 56 |
Ratio Avg Win / Avg Loss | 1.2393 | 1.3117 | 1.1673 | 0.9991 | 1.0511 | 0.9542 |
Largest Winning Trade | 48188 | 48188 | 32495 | 218452 | 189415 | 218452 |
Largest Losing Trade | -46141 | -38872 | -46141 | -265318 | -191803 | -265318 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 4282 | 2132 | 2150 | 4282 | 2132 | 2150 |
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 | 371086 | -83375 | 337407 | -170952 | -579685 | -46560 |
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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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