Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264952.682 | 35912.2325 | 229040.4495 | 114313.1698 | -72770.2892 | 187083.459 |
Total P&L (%) | 264.9527 | 35.9122 | 229.0404 | 114.3132 | -72.7703 | 187.0835 |
Avg Daily Profit (%) | 0.1729 | 0.0234 | 0.1495 | 0.0498 | -0.0848 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105088 | -95012 | -81516 | -193582 | -160119 | -66595 |
Profit Factor | 1.3103 | 1.0759 | 1.6015 | 1.103 | 0.8885 | 1.4094 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 113 | 50 | 63 | 113 | 50 | 63 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 54.3269 | 48.0769 | 60.5769 | 54.3269 | 48.0769 | 60.5769 |
Ratio Avg Win / Avg Loss | 1.1016 | 1.162 | 1.0422 | 0.9273 | 0.9596 | 0.9172 |
Largest Winning Trade | 45568 | 45568 | 37337 | 64030 | 64030 | 42204 |
Largest Losing Trade | -55269 | -40743 | -55269 | -66595 | -51732 | -66595 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 2950 | 1463 | 1487 | 2950 | 1463 | 1487 |
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 | 340684 | -301933 | 351318 | -233436 | -581525 | -100562 |
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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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