Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394402.7734 | 206396.3725 | 188006.4009 | 213420.5952 | -56610.0566 | 270030.6518 |
Total P&L (%) | 394.4028 | 206.3964 | 188.0064 | 213.4206 | -56.6101 | 270.0307 |
Avg Daily Profit (%) | 0.218 | 0.1141 | 0.1039 | 0.0632 | -0.0461 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89529 | -131459 | -69763 | -468225 | -528891 | -397953 |
Profit Factor | 1.4139 | 1.3965 | 1.4348 | 1.0637 | 0.9676 | 1.1687 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 46.9767 | 41.6667 | 52.3364 | 46.9767 | 41.6667 | 52.3364 |
Ratio Avg Win / Avg Loss | 1.5959 | 1.9552 | 1.3067 | 1.2006 | 1.3547 | 1.0643 |
Largest Winning Trade | 93647 | 93647 | 46359 | 224010 | 224010 | 212207 |
Largest Losing Trade | -58540 | -24306 | -58540 | -263927 | -95274 | -263927 |
Avg Bars in Trades | 99 | 78 | 120 | 99 | 78 | 120 |
Avg Bars in Winners | 125 | 91 | 152 | 125 | 91 | 152 |
Avg Bars in Losers | 77 | 69 | 86 | 77 | 69 | 86 |
Bars Traded | 21423 | 8517 | 12906 | 21423 | 8517 | 12906 |
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 | 346156 | -42431 | -53319 | -259094 | -582618 | -131329 |
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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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