Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286975.1559 | 157539.3488 | 129435.8072 | -25285.8232 | -96951.0771 | 71665.2539 |
Total P&L (%) | 286.9752 | 157.5393 | 129.4358 | -25.2858 | -96.9511 | 71.6653 |
Avg Daily Profit (%) | 0.1724 | 0.0946 | 0.0778 | -0.0175 | -0.2095 | 0.0325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151697 | -147805 | -79636 | -298420 | -296738 | -125330 |
Profit Factor | 1.3242 | 1.2706 | 1.4274 | 0.9811 | 0.8864 | 1.1487 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 110 | 50 | 60 | 110 | 50 | 60 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 53.1401 | 48.0769 | 58.2524 | 53.1401 | 48.0769 | 58.2524 |
Ratio Avg Win / Avg Loss | 1.1677 | 1.3722 | 1.0229 | 0.8651 | 0.9573 | 0.8233 |
Largest Winning Trade | 281666 | 281666 | 38130 | 197681 | 197681 | 69535 |
Largest Losing Trade | -35406 | -34861 | -35406 | -90415 | -90415 | -85151 |
Avg Bars in Trades | 22 | 26 | 18 | 22 | 26 | 18 |
Avg Bars in Winners | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Losers | 20 | 26 | 13 | 20 | 26 | 13 |
Bars Traded | 4714 | 2794 | 1919 | 4714 | 2794 | 1919 |
Profit Streak | 0 | 0 | 59.456 | 0 | 0 | 59.456 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337875 | -67466 | -85610 | -579009 | -581525 | -205435 |
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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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