Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234530.024 | 201245.5185 | 33284.5055 | -59774.7528 | -34134.2847 | -25640.4682 |
Total P&L (%) | 234.53 | 201.2455 | 33.2845 | -59.7748 | -34.1343 | -25.6405 |
Avg Daily Profit (%) | 0.228 | 0.1956 | 0.0324 | -0.0885 | -0.0406 | -0.0288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141906 | -169068 | -39719 | -80833 | -81434 | -16490 |
Profit Factor | 1.34 | 1.4212 | 1.157 | 0.8076 | 0.8266 | 0.7746 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 54.4 | 49.2063 | 59.6774 | 54.4 | 49.2063 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.1232 | 1.4671 | 0.7817 | 0.6769 | 0.8533 | 0.5234 |
Largest Winning Trade | 240397 | 240397 | 16115 | 19590 | 19590 | 11407 |
Largest Losing Trade | -65475 | -50717 | -65475 | -55475 | -24527 | -55475 |
Avg Bars in Trades | 195 | 304 | 84 | 195 | 304 | 84 |
Avg Bars in Winners | 132 | 206 | 69 | 132 | 206 | 69 |
Avg Bars in Losers | 271 | 398 | 107 | 271 | 398 | 107 |
Bars Traded | 24432 | 19173 | 5259 | 24432 | 19173 | 5259 |
Profit Streak | 0 | 0 | 25.5332 | 0 | 0 | 25.5332 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327246 | -138580 | -354385 | -579876 | -727766 | -733161 |
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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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