Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407863.4601 | 256399.8441 | 151463.616 | 456314.4583 | 234637.3869 | 221677.0713 |
Total P&L (%) | 407.8635 | 256.3998 | 151.4636 | 456.3145 | 234.6374 | 221.6771 |
Avg Daily Profit (%) | 0.1958 | 0.1231 | 0.0727 | 0.0824 | 0.058 | 0.0561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85256 | -66373 | -97453 | -336737 | -295785 | -234858 |
Profit Factor | 1.495 | 1.6064 | 1.3775 | 1.2142 | 1.1999 | 1.2317 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Profitability (%) | 54.4118 | 54.902 | 53.9216 | 54.4118 | 54.902 | 53.9216 |
Ratio Avg Win / Avg Loss | 1.2526 | 1.3196 | 1.1772 | 1.0173 | 0.9856 | 1.0526 |
Largest Winning Trade | 108142 | 108142 | 41140 | 319572 | 319572 | 89670 |
Largest Losing Trade | -44887 | -27662 | -44887 | -172902 | -172902 | -109000 |
Avg Bars in Trades | 119 | 105 | 134 | 119 | 105 | 134 |
Avg Bars in Winners | 136 | 104 | 168 | 136 | 104 | 168 |
Avg Bars in Losers | 99 | 105 | 94 | 99 | 105 | 94 |
Bars Traded | 24395 | 10714 | 13681 | 24395 | 10714 | 13681 |
Profit Streak | 0 | 0 | 50.9293 | 0 | 0 | 50.9293 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378007 | -26427 | -94521 | -81727 | -117473 | -117552 |
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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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