Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319984.9662 | 250213.0489 | 69771.9173 | 32768.3412 | -2049.5457 | 34817.8869 |
Total P&L (%) | 319.985 | 250.213 | 69.7719 | 32.7683 | -2.0495 | 34.8179 |
Avg Daily Profit (%) | 0.1669 | 0.1305 | 0.0364 | 0.0148 | -0.0011 | 0.0156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129929 | -99499 | -137951 | -157970 | -97477 | -112744 |
Profit Factor | 1.2379 | 1.3885 | 1.0995 | 1.0239 | 0.997 | 1.0499 |
Total Trades | 399 | 200 | 199 | 399 | 200 | 199 |
Winning Trades | 191 | 88 | 103 | 191 | 88 | 103 |
Losing Trades | 208 | 112 | 96 | 208 | 112 | 96 |
Profitability (%) | 47.8697 | 44 | 51.7588 | 47.8697 | 44 | 51.7588 |
Ratio Avg Win / Avg Loss | 1.3481 | 1.7672 | 1.0248 | 1.1151 | 1.2688 | 0.9786 |
Largest Winning Trade | 115100 | 115100 | 43311 | 80846 | 80846 | 43859 |
Largest Losing Trade | -30528 | -19347 | -30528 | -32480 | -25359 | -32480 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 35 | 30 | 39 | 35 | 30 | 39 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 11304 | 5075 | 6229 | 11304 | 5075 | 6229 |
Profit Streak | 0 | 0 | 48.4299 | 0 | 0 | 48.4299 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308786 | -18649 | -253071 | -368636 | -580675 | -339704 |
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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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