Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313452.4428 | 282196.0044 | 31256.4384 | 17111.0569 | 440083.6341 | -422972.5773 |
Total P&L (%) | 313.4524 | 282.196 | 31.2564 | 17.1111 | 440.0836 | -422.9726 |
Avg Daily Profit (%) | 0.167 | 0.1504 | 0.0167 | 0.0084 | 0.0899 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117476 | -88332 | -104174 | -773884 | -479026 | -619324 |
Profit Factor | 1.3149 | 1.6414 | 1.0563 | 1.0043 | 1.2545 | 0.8152 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 114 | 50 | 64 | 114 | 50 | 64 |
Losing Trades | 91 | 53 | 38 | 91 | 53 | 38 |
Profitability (%) | 55.6098 | 48.5437 | 62.7451 | 55.6098 | 48.5437 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.0496 | 1.7398 | 0.6272 | 0.8016 | 1.3298 | 0.484 |
Largest Winning Trade | 85325 | 85325 | 44799 | 269414 | 269414 | 97273 |
Largest Losing Trade | -66915 | -26950 | -66915 | -439023 | -148389 | -439023 |
Avg Bars in Trades | 108 | 106 | 110 | 108 | 106 | 110 |
Avg Bars in Winners | 98 | 96 | 100 | 98 | 96 | 100 |
Avg Bars in Losers | 120 | 115 | 126 | 120 | 115 | 126 |
Bars Traded | 22215 | 10956 | 11259 | 22215 | 10956 | 11259 |
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 | 335326 | 340522 | -332514 | -406108 | -73961 | -579408 |
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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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