Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305930.2103 | 77139.5733 | 228790.6371 | 263053.8522 | 59279.5919 | 203774.2603 |
Total P&L (%) | 305.9302 | 77.1396 | 228.7906 | 263.0539 | 59.2796 | 203.7743 |
Avg Daily Profit (%) | 0.2012 | 0.0507 | 0.1505 | 0.0848 | 0.0306 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131521 | -68596 | -139730 | -382929 | -182748 | -322125 |
Profit Factor | 1.3484 | 1.1791 | 1.5116 | 1.1473 | 1.0701 | 1.2168 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 59.204 | 58 | 60.396 | 59.204 | 58 | 60.396 |
Ratio Avg Win / Avg Loss | 0.9292 | 0.8538 | 0.9912 | 0.7906 | 0.7749 | 0.7979 |
Largest Winning Trade | 34203 | 24574 | 34203 | 114657 | 56264 | 114657 |
Largest Losing Trade | -43176 | -28969 | -43176 | -166492 | -76234 | -166492 |
Avg Bars in Trades | 29 | 20 | 37 | 29 | 20 | 37 |
Avg Bars in Winners | 27 | 15 | 38 | 27 | 15 | 38 |
Avg Bars in Losers | 32 | 27 | 37 | 32 | 27 | 37 |
Bars Traded | 5893 | 2065 | 3828 | 5893 | 2065 | 3828 |
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 | 319239 | -149374 | 286953 | -137311 | -296745 | -96365 |
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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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