Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337861.7759 | 119831.626 | 218030.1499 | 288897.1412 | -181912.5748 | 470809.716 |
Total P&L (%) | 337.8618 | 119.8316 | 218.0302 | 288.8971 | -181.9126 | 470.8097 |
Avg Daily Profit (%) | 0.2236 | 0.0793 | 0.1443 | 0.0899 | 0 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162681 | -91224 | -104322 | -928202 | -721128 | -420995 |
Profit Factor | 1.3913 | 1.2498 | 1.5681 | 1.094 | 0.9028 | 1.3921 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 53.9216 | 51.9608 | 55.8824 | 53.9216 | 51.9608 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.1889 | 1.1555 | 1.238 | 0.9349 | 0.8347 | 1.0991 |
Largest Winning Trade | 43813 | 43813 | 43169 | 272220 | 272220 | 203191 |
Largest Losing Trade | -48870 | -32672 | -48870 | -225391 | -210487 | -225391 |
Avg Bars in Trades | 86 | 90 | 81 | 86 | 90 | 81 |
Avg Bars in Winners | 69 | 64 | 75 | 69 | 64 | 75 |
Avg Bars in Losers | 105 | 119 | 90 | 105 | 119 | 90 |
Bars Traded | 17632 | 9275 | 8357 | 17632 | 9275 | 8357 |
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 | 361466 | -87321 | 64086 | -190092 | -580806 | -37891 |
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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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