Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203970.4972 | 36604.3712 | 167366.126 | 38983.4857 | -162535.8243 | 201519.31 |
Total P&L (%) | 203.9705 | 36.6044 | 167.3661 | 38.9835 | -162.5358 | 201.5193 |
Avg Daily Profit (%) | 0.1574 | 0.0283 | 0.1292 | 0.0254 | 0 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143803 | -144869 | -65232 | -245252 | -214102 | -89211 |
Profit Factor | 1.2252 | 1.0709 | 1.4297 | 1.0352 | 0.7629 | 1.4758 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 50.6608 | 48.6726 | 52.6316 | 50.6608 | 48.6726 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.1932 | 1.1293 | 1.2867 | 1.0081 | 0.8045 | 1.3282 |
Largest Winning Trade | 100263 | 100263 | 30870 | 53623 | 53623 | 45463 |
Largest Losing Trade | -33463 | -29582 | -33463 | -70928 | -70928 | -59291 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3723 | 1851 | 1872 | 3723 | 1851 | 1872 |
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 | 303664 | -300707 | -19331 | -341549 | -581270 | -77657 |
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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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