Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244616.9712 | 187964.5135 | 56652.4577 | 128731.564 | 124276.5682 | 4454.9958 |
Total P&L (%) | 244.617 | 187.9645 | 56.6525 | 128.7316 | 124.2766 | 4.455 |
Avg Daily Profit (%) | 0.2275 | 0.1748 | 0.0527 | 0.077 | 0.0751 | 0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108222 | -96227 | -69517 | -174172 | -93538 | -167640 |
Profit Factor | 1.3615 | 1.5805 | 1.1606 | 1.1128 | 1.2394 | 1.0072 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 57.1429 | 53.9216 | 60.396 | 57.1429 | 53.9216 | 60.396 |
Ratio Avg Win / Avg Loss | 1.0211 | 1.3506 | 0.761 | 0.8346 | 1.0591 | 0.6604 |
Largest Winning Trade | 120111 | 120111 | 30913 | 121221 | 121221 | 37748 |
Largest Losing Trade | -60076 | -19614 | -60076 | -133457 | -39388 | -133457 |
Avg Bars in Trades | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 17 | 21 | 12 | 17 | 21 | 12 |
Bars Traded | 3126 | 1807 | 1319 | 3126 | 1807 | 1319 |
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 | 380961 | 349457 | -167660 | -186064 | -92400 | -566161 |
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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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