Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293710.3703 | 137961.8165 | 155748.5538 | 63991.1503 | -62227.8374 | 126218.9877 |
Total P&L (%) | 293.7104 | 137.9618 | 155.7486 | 63.9912 | -62.2278 | 126.219 |
Avg Daily Profit (%) | 0.1759 | 0.0826 | 0.0933 | 0.0296 | -0.0583 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131377 | -135182 | -71988 | -444348 | -355684 | -209912 |
Profit Factor | 1.3158 | 1.2484 | 1.4156 | 1.0286 | 0.9523 | 1.1355 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 52.381 | 48.5714 | 56.1905 | 52.381 | 48.5714 | 56.1905 |
Ratio Avg Win / Avg Loss | 1.1962 | 1.3218 | 1.1037 | 0.9351 | 1.0083 | 0.8853 |
Largest Winning Trade | 167712 | 167712 | 37770 | 194740 | 194740 | 108206 |
Largest Losing Trade | -40645 | -35094 | -40645 | -145644 | -105426 | -145644 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 19 | 24 | 12 | 19 | 24 | 12 |
Bars Traded | 4720 | 2544 | 2176 | 4720 | 2544 | 2176 |
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 | 334130 | -83396 | -66809 | -342701 | -579663 | -199881 |
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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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