Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387776.2472 | 302417.5546 | 85358.6927 | 21731.911 | -131883.1026 | 153615.0136 |
Total P&L (%) | 387.7762 | 302.4176 | 85.3587 | 21.7319 | -131.8831 | 153.615 |
Avg Daily Profit (%) | 0.2215 | 0.1727 | 0.0488 | 0.0112 | 0 | 0.0532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125082 | -113274 | -109096 | -859678 | -708681 | -632945 |
Profit Factor | 1.4076 | 1.5809 | 1.1981 | 1.0051 | 0.9453 | 1.082 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 49.7512 | 45.5446 | 54 | 49.7512 | 45.5446 | 54 |
Ratio Avg Win / Avg Loss | 1.4217 | 1.8903 | 1.0206 | 1.0151 | 1.1302 | 0.9217 |
Largest Winning Trade | 217872 | 217872 | 71486 | 380171 | 340307 | 380171 |
Largest Losing Trade | -49754 | -31366 | -49754 | -375226 | -284107 | -375226 |
Avg Bars in Trades | 51 | 40 | 61 | 51 | 40 | 61 |
Avg Bars in Winners | 57 | 41 | 71 | 57 | 41 | 71 |
Avg Bars in Losers | 44 | 39 | 50 | 44 | 39 | 50 |
Bars Traded | 10255 | 4091 | 6163 | 10255 | 4091 | 6163 |
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 | 342059 | 298157 | -130140 | -397553 | -581128 | -253709 |
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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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