Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197716.5297 | 36227.3521 | 161489.1776 | 97238.3399 | -199791.3234 | 297029.6632 |
Total P&L (%) | 197.7165 | 36.2274 | 161.4892 | 97.2383 | -199.7913 | 297.0297 |
Avg Daily Profit (%) | 0.1923 | 0.0352 | 0.1571 | 0.0661 | 0 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116362 | -100211 | -38130 | -262097 | -364055 | -94890 |
Profit Factor | 1.2795 | 1.0919 | 1.5157 | 1.0631 | 0.7663 | 1.4332 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 51.6432 | 47.6636 | 55.6604 | 51.6432 | 47.6636 | 55.6604 |
Ratio Avg Win / Avg Loss | 1.1981 | 1.1989 | 1.2075 | 0.9955 | 0.8414 | 1.1417 |
Largest Winning Trade | 89337 | 89337 | 36855 | 109213 | 88670 | 109213 |
Largest Losing Trade | -26938 | -26790 | -26938 | -75334 | -72299 | -75334 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 20 | 23 | 16 | 20 | 23 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3947 | 2154 | 1793 | 3947 | 2154 | 1793 |
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 | 328297 | -268742 | 338250 | -255859 | -581678 | -12254 |
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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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