Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448571.1707 | 354460.4006 | 94110.77 | 233885.0697 | 207072.9594 | 26812.1102 |
Total P&L (%) | 448.5712 | 354.4604 | 94.1108 | 233.8851 | 207.073 | 26.8121 |
Avg Daily Profit (%) | 0.3615 | 0.2856 | 0.0758 | 0.0972 | 0.0905 | 0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103592 | -68822 | -96985 | -129837 | -145458 | -161028 |
Profit Factor | 1.576 | 2.0314 | 1.2163 | 1.2666 | 1.5511 | 1.0535 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 67.8392 | 65.6566 | 70 | 67.8392 | 65.6566 | 70 |
Ratio Avg Win / Avg Loss | 0.7471 | 1.0626 | 0.5213 | 0.6005 | 0.8114 | 0.4515 |
Largest Winning Trade | 66885 | 66885 | 24486 | 46030 | 40287 | 46030 |
Largest Losing Trade | -85908 | -38237 | -85908 | -113362 | -102065 | -113362 |
Avg Bars in Trades | 71 | 78 | 64 | 71 | 78 | 64 |
Avg Bars in Winners | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Losers | 105 | 119 | 89 | 105 | 119 | 89 |
Bars Traded | 14196 | 7731 | 6466 | 14196 | 7731 | 6466 |
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 | 448532 | 472316 | -91198 | -61634 | -70235 | -331484 |
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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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