Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288609.9934 | 280420.8648 | 8189.1286 | 22108.643 | 41162.7979 | -19054.1548 |
Total P&L (%) | 288.61 | 280.4209 | 8.1891 | 22.1086 | 41.1628 | -19.0542 |
Avg Daily Profit (%) | 0.1549 | 0.1505 | 0.0044 | 0.0107 | 0.0185 | -0.0113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116580 | -83747 | -159948 | -91006 | -70886 | -102754 |
Profit Factor | 1.3484 | 1.709 | 1.0189 | 1.0309 | 1.115 | 0.9466 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 48.7923 | 50 | 47.5728 | 48.7923 | 50 | 47.5728 |
Ratio Avg Win / Avg Loss | 1.4151 | 1.709 | 1.1229 | 1.082 | 1.115 | 1.0432 |
Largest Winning Trade | 155413 | 155413 | 55378 | 41790 | 41790 | 40909 |
Largest Losing Trade | -59921 | -37004 | -59921 | -33065 | -33065 | -31559 |
Avg Bars in Trades | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Winners | 48 | 32 | 65 | 48 | 32 | 65 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 7175 | 2850 | 4326 | 7175 | 2850 | 4326 |
Profit Streak | 0 | 0 | 8.9025 | 0 | 0 | 8.9025 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296249 | 375747 | -552998 | -369880 | -264317 | -579666 |
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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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