Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340874.5032 | 193739.9045 | 147134.5987 | 70031.2267 | -75785.9274 | 145817.1541 |
Total P&L (%) | 340.8745 | 193.7399 | 147.1346 | 70.0312 | -75.7859 | 145.8172 |
Avg Daily Profit (%) | 0.1889 | 0.1074 | 0.0815 | 0.0294 | -0.0786 | 0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138058 | -133664 | -101320 | -332007 | -283630 | -274302 |
Profit Factor | 1.352 | 1.4059 | 1.2996 | 1.0496 | 0.8938 | 1.2085 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 110 | 50 | 60 | 110 | 50 | 60 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 54.1872 | 49.0196 | 59.4059 | 54.1872 | 49.0196 | 59.4059 |
Ratio Avg Win / Avg Loss | 1.1431 | 1.4622 | 0.8881 | 0.8874 | 0.9295 | 0.8258 |
Largest Winning Trade | 63102 | 61118 | 63102 | 144013 | 66040 | 144013 |
Largest Losing Trade | -69558 | -26349 | -69558 | -119537 | -56214 | -119537 |
Avg Bars in Trades | 99 | 73 | 126 | 99 | 73 | 126 |
Avg Bars in Winners | 116 | 74 | 150 | 116 | 74 | 150 |
Avg Bars in Losers | 80 | 72 | 91 | 80 | 72 | 91 |
Bars Traded | 20285 | 7492 | 12792 | 20285 | 7492 | 12792 |
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 | 343206 | -49585 | -84739 | -319634 | -581441 | -127540 |
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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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