Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237104.5813 | 137737.6125 | 99366.9687 | -87370.0235 | 29046.9004 | -116416.9238 |
Total P&L (%) | 237.1046 | 137.7376 | 99.367 | -87.37 | 29.0469 | -116.4169 |
Avg Daily Profit (%) | 0.2306 | 0.1339 | 0.0966 | -0.201 | 0.0248 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98381 | -72094 | -98381 | -138093 | -8895 | -138093 |
Profit Factor | 1.3962 | 1.442 | 1.3465 | 0.5129 | 2.186 | 0.2483 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 55.9701 | 52.2388 | 59.7015 | 55.9701 | 52.2388 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.0984 | 1.3184 | 0.9089 | 0.4035 | 1.9986 | 0.1676 |
Largest Winning Trade | 54781 | 54781 | 24467 | 30620 | 30620 | 10988 |
Largest Losing Trade | -98381 | -41721 | -98381 | -138093 | -6994 | -138093 |
Avg Bars in Trades | 181 | 210 | 152 | 181 | 210 | 152 |
Avg Bars in Winners | 130 | 138 | 123 | 130 | 138 | 123 |
Avg Bars in Losers | 246 | 290 | 195 | 246 | 290 | 195 |
Bars Traded | 24373 | 14136 | 10237 | 24373 | 14136 | 10237 |
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 | 348594 | -129654 | -180689 | -579649 | -275165 | -696200 |
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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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