Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267876.0659 | 114194.3967 | 153681.6692 | 317308.8598 | -20378.6625 | 337687.5223 |
Total P&L (%) | 267.8761 | 114.1944 | 153.6817 | 317.3089 | -20.3787 | 337.6875 |
Avg Daily Profit (%) | 0.2399 | 0.1023 | 0.1376 | 0.128 | -0.0204 | 0.1323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84027 | -77876 | -44390 | -603641 | -557723 | -350829 |
Profit Factor | 1.4524 | 1.3312 | 1.6214 | 1.1021 | 0.9886 | 1.2559 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 46.1538 | 40.3846 | 51.9231 | 46.1538 | 40.3846 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.6945 | 1.9652 | 1.5013 | 1.2858 | 1.4594 | 1.1629 |
Largest Winning Trade | 97276 | 97276 | 34568 | 236531 | 236531 | 158167 |
Largest Losing Trade | -28287 | -27832 | -28287 | -186597 | -186597 | -170368 |
Avg Bars in Trades | 62 | 58 | 66 | 62 | 58 | 66 |
Avg Bars in Winners | 68 | 56 | 78 | 68 | 56 | 78 |
Avg Bars in Losers | 57 | 60 | 53 | 57 | 60 | 53 |
Bars Traded | 13009 | 6101 | 6908 | 13009 | 6101 | 6908 |
Profit Streak | 0 | 0 | 35.9165 | 0 | 0 | 35.9165 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348550 | -59064 | -5693 | -130690 | -583127 | -16055 |
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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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