Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104453.9446 | 71979.3161 | 32474.6286 | 79052.0387 | 69346.0213 | 9706.0174 |
Total P&L (%) | 104.4539 | 71.9793 | 32.4746 | 79.052 | 69.346 | 9.706 |
Avg Daily Profit (%) | 0.2006 | 0.1382 | 0.0624 | 0.1119 | 0.1012 | 0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118373 | -102774 | -41155 | -206730 | -189898 | -73707 |
Profit Factor | 1.2583 | 1.2657 | 1.2433 | 1.1177 | 1.1564 | 1.0425 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 55.0661 | 53.9823 | 56.1404 | 55.0661 | 53.9823 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.0268 | 1.079 | 0.9713 | 0.912 | 0.9858 | 0.8145 |
Largest Winning Trade | 27192 | 27192 | 10861 | 44406 | 44406 | 9749 |
Largest Losing Trade | -29955 | -29955 | -13961 | -62623 | -62623 | -35423 |
Avg Bars in Trades | 107 | 175 | 40 | 107 | 175 | 40 |
Avg Bars in Winners | 117 | 198 | 41 | 117 | 198 | 41 |
Avg Bars in Losers | 95 | 149 | 39 | 95 | 149 | 39 |
Bars Traded | 24467 | 19863 | 4604 | 24467 | 19863 | 4604 |
Profit Streak | 0 | 25.8141 | 0 | 0 | 25.8141 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314311 | -7505 | -114514 | -135052 | -106895 | -510328 |
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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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