Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256884.8296 | 139512.2156 | 117372.614 | 140326.5022 | -89378.0922 | 229704.5944 |
Total P&L (%) | 256.8848 | 139.5122 | 117.3726 | 140.3265 | -89.3781 | 229.7046 |
Avg Daily Profit (%) | 0.2287 | 0.1242 | 0.1045 | 0.0781 | -0.1994 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72988 | -78947 | -36836 | -394392 | -334454 | -170018 |
Profit Factor | 1.3765 | 1.3491 | 1.4152 | 1.0699 | 0.9277 | 1.2984 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 99 | 43 | 56 | 99 | 43 | 56 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 47.1429 | 40.9524 | 53.3333 | 47.1429 | 40.9524 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5433 | 1.9452 | 1.2383 | 1.1996 | 1.3377 | 1.1361 |
Largest Winning Trade | 162267 | 162267 | 22605 | 149848 | 149848 | 75314 |
Largest Losing Trade | -32592 | -31391 | -32592 | -142769 | -142769 | -72766 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 70 | 67 | 72 | 70 | 67 | 72 |
Avg Bars in Losers | 56 | 60 | 51 | 56 | 60 | 51 |
Bars Traded | 13257 | 6665 | 6592 | 13257 | 6665 | 6592 |
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 | 342605 | -29487 | -52526 | -232286 | -582904 | -50873 |
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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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