Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350271.1996 | 275146.1709 | 75125.0287 | -33739.1923 | 68158.4447 | -101897.6369 |
Total P&L (%) | 350.2712 | 275.1462 | 75.125 | -33.7392 | 68.1584 | -101.8976 |
Avg Daily Profit (%) | 0.1841 | 0.1446 | 0.0395 | -0.0216 | 0.0273 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140239 | -150995 | -169659 | -208312 | -67869 | -222096 |
Profit Factor | 1.3087 | 1.437 | 1.1488 | 0.963 | 1.1484 | 0.7747 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 117 | 52 | 65 | 117 | 52 | 65 |
Losing Trades | 94 | 54 | 40 | 94 | 54 | 40 |
Profitability (%) | 55.4502 | 49.0566 | 61.9048 | 55.4502 | 49.0566 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.0515 | 1.4922 | 0.7069 | 0.7737 | 1.1926 | 0.4767 |
Largest Winning Trade | 113090 | 113090 | 30408 | 88816 | 88816 | 43361 |
Largest Losing Trade | -74665 | -41637 | -74665 | -91760 | -43043 | -91760 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 3554 | 1810 | 1745 | 3554 | 1810 | 1745 |
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 | 349603 | 21033 | -197138 | -578689 | -214126 | -579231 |
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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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