Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300224.5544 | 217966.6957 | 82257.8587 | -88653.128 | -2605.0235 | -86048.1045 |
Total P&L (%) | 300.2246 | 217.9667 | 82.2579 | -88.6531 | -2.605 | -86.0481 |
Avg Daily Profit (%) | 0.2924 | 0.2123 | 0.0801 | -0.2117 | -0.0026 | -0.1916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117379 | -139291 | -136955 | -104703 | -16126 | -101507 |
Profit Factor | 1.2988 | 1.405 | 1.1763 | 0.4275 | 0.9312 | 0.2646 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 51.6949 | 46.6102 | 56.7797 | 51.6949 | 46.6102 | 56.7797 |
Ratio Avg Win / Avg Loss | 1.2136 | 1.6094 | 0.8954 | 0.3994 | 1.0666 | 0.2014 |
Largest Winning Trade | 170211 | 170211 | 23199 | 9434 | 9434 | 7986 |
Largest Losing Trade | -97752 | -30306 | -97752 | -100503 | -16126 | -100503 |
Avg Bars in Trades | 103 | 112 | 94 | 103 | 112 | 94 |
Avg Bars in Winners | 87 | 84 | 91 | 87 | 84 | 91 |
Avg Bars in Losers | 120 | 137 | 99 | 120 | 137 | 99 |
Bars Traded | 24459 | 13306 | 11153 | 24459 | 13306 | 11153 |
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 | 357891 | 288128 | -113674 | -579323 | -580670 | -580139 |
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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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