Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399675.101 | 93964.5795 | 305710.5215 | 864873.9886 | 311067.1723 | 553806.8163 |
Total P&L (%) | 399.6751 | 93.9646 | 305.7105 | 864.874 | 311.0672 | 553.8068 |
Avg Daily Profit (%) | 0.2634 | 0.0619 | 0.2015 | 0.1495 | 0.0932 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149872 | -87773 | -99811 | -1306548 | -663046 | -997954 |
Profit Factor | 1.5456 | 1.273 | 1.7871 | 1.1513 | 1.1329 | 1.164 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 107 | 42 | 65 | 107 | 42 | 65 |
Losing Trades | 100 | 62 | 38 | 100 | 62 | 38 |
Profitability (%) | 51.6908 | 40.3846 | 63.1068 | 51.6908 | 40.3846 | 63.1068 |
Ratio Avg Win / Avg Loss | 1.4445 | 1.8792 | 1.0448 | 1.076 | 1.6724 | 0.6805 |
Largest Winning Trade | 87125 | 87125 | 55248 | 280168 | 240526 | 280168 |
Largest Losing Trade | -37799 | -26686 | -37799 | -422702 | -173319 | -422702 |
Avg Bars in Trades | 14 | 8 | 19 | 14 | 8 | 19 |
Avg Bars in Winners | 18 | 12 | 22 | 18 | 12 | 22 |
Avg Bars in Losers | 9 | 6 | 15 | 9 | 6 | 15 |
Bars Traded | 2991 | 932 | 2059 | 2991 | 932 | 2059 |
Profit Streak | 0 | 0 | 40.5741 | 0 | 0 | 40.5741 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407801 | -112953 | 453470 | -45601 | -145517 | -66378 |
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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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