Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431818.2894 | 320330.4531 | 111487.8363 | -68154.9484 | 190936.1326 | -259091.081 |
Total P&L (%) | 431.8183 | 320.3305 | 111.4878 | -68.1549 | 190.9361 | -259.0911 |
Avg Daily Profit (%) | 0.2385 | 0.1769 | 0.0616 | -0.0632 | 0.059 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127455 | -114035 | -106211 | -1529421 | -731618 | -1381488 |
Profit Factor | 1.415 | 1.6363 | 1.2076 | 0.9841 | 1.1194 | 0.904 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 44.3902 | 39.8058 | 49.0196 | 44.3902 | 39.8058 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.7726 | 2.4744 | 1.2559 | 1.2329 | 1.6927 | 0.9401 |
Largest Winning Trade | 328822 | 328822 | 55231 | 520366 | 520366 | 491263 |
Largest Losing Trade | -81204 | -29049 | -81204 | -961356 | -192240 | -961356 |
Avg Bars in Trades | 17 | 13 | 20 | 17 | 13 | 20 |
Avg Bars in Winners | 22 | 16 | 27 | 22 | 16 | 27 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 3550 | 1422 | 2128 | 3550 | 1422 | 2128 |
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 | 324620 | 236010 | -111569 | -579941 | -206188 | -581163 |
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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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