Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356439.6602 | 189344.7316 | 167094.9287 | -4664.6758 | 33781.9252 | -38446.601 |
Total P&L (%) | 356.4397 | 189.3447 | 167.0949 | -4.6647 | 33.7819 | -38.4466 |
Avg Daily Profit (%) | 0.196 | 0.1041 | 0.0919 | -0.0026 | 0.016 | -0.0267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156834 | -75984 | -168038 | -127510 | -25681 | -128083 |
Profit Factor | 1.3484 | 1.4624 | 1.2723 | 0.9898 | 1.2098 | 0.8712 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 58.1281 | 55.8824 | 60.396 | 58.1281 | 55.8824 | 60.396 |
Ratio Avg Win / Avg Loss | 0.9713 | 1.1545 | 0.8343 | 0.713 | 0.9551 | 0.5713 |
Largest Winning Trade | 49849 | 47791 | 49849 | 15788 | 15194 | 15788 |
Largest Losing Trade | -83482 | -37396 | -83482 | -112613 | -13387 | -112613 |
Avg Bars in Trades | 52 | 34 | 71 | 52 | 34 | 71 |
Avg Bars in Winners | 46 | 26 | 65 | 46 | 26 | 65 |
Avg Bars in Losers | 61 | 44 | 80 | 61 | 44 | 80 |
Bars Traded | 10707 | 3519 | 7188 | 10707 | 3519 | 7188 |
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 | 302983 | -52408 | -70969 | -578661 | -175892 | -579715 |
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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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