Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221311.5159 | 21691.8685 | 199619.6474 | 102784.136 | -96086.139 | 198870.275 |
Total P&L (%) | 221.3115 | 21.6919 | 199.6196 | 102.7841 | -96.0861 | 198.8703 |
Avg Daily Profit (%) | 0.2137 | 0.0209 | 0.1927 | 0.0683 | -0.3124 | 0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110477 | -52426 | -91243 | -420656 | -223833 | -238746 |
Profit Factor | 1.2822 | 1.0514 | 1.5514 | 1.0529 | 0.9056 | 1.215 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 54.386 | 52.3256 | 56.4706 | 54.386 | 52.3256 | 56.4706 |
Ratio Avg Win / Avg Loss | 1.0754 | 0.9579 | 1.1959 | 0.8831 | 0.8251 | 0.9365 |
Largest Winning Trade | 37995 | 35491 | 37995 | 127513 | 127513 | 103925 |
Largest Losing Trade | -38657 | -38657 | -30225 | -95290 | -82179 | -95290 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 2911 | 1463 | 1447 | 2911 | 1463 | 1447 |
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 | 340378 | -336077 | 358882 | -264025 | -580522 | -53093 |
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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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