Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228239.4196 | 106316.0506 | 121923.369 | 344785.4286 | 144015.9978 | 200769.4308 |
Total P&L (%) | 228.2394 | 106.3161 | 121.9234 | 344.7854 | 144.016 | 200.7694 |
Avg Daily Profit (%) | 0.4382 | 0.2041 | 0.2341 | 0.287 | 0.1714 | 0.2117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45395 | -39125 | -52593 | -303234 | -154011 | -230284 |
Profit Factor | 1.3842 | 1.3374 | 1.4371 | 1.1808 | 1.1458 | 1.2184 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 48.1781 | 46.7742 | 49.5935 | 48.1781 | 46.7742 | 49.5935 |
Ratio Avg Win / Avg Loss | 1.4889 | 1.5219 | 1.4607 | 1.2701 | 1.3039 | 1.2384 |
Largest Winning Trade | 53166 | 53166 | 25206 | 201277 | 201277 | 81961 |
Largest Losing Trade | -24706 | -24706 | -21023 | -58507 | -58507 | -56405 |
Avg Bars in Trades | 99 | 95 | 103 | 99 | 95 | 103 |
Avg Bars in Winners | 123 | 127 | 119 | 123 | 127 | 119 |
Avg Bars in Losers | 77 | 67 | 87 | 77 | 67 | 87 |
Bars Traded | 24584 | 11863 | 12721 | 24584 | 11863 | 12721 |
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 | 369747 | 253136 | 283675 | -13234 | -54771 | 228653 |
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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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