Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341839.9706 | 282416.8459 | 59423.1248 | 259513.673 | 138952.7545 | 120560.9185 |
Total P&L (%) | 341.84 | 282.4168 | 59.4231 | 259.5137 | 138.9528 | 120.5609 |
Avg Daily Profit (%) | 0.1641 | 0.1356 | 0.0285 | 0.0615 | 0.0418 | 0.038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71164 | -102820 | -113569 | -136413 | -179646 | -135164 |
Profit Factor | 1.4459 | 1.7053 | 1.1623 | 1.201 | 1.1974 | 1.2052 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7258 | 2.1601 | 1.3076 | 1.4334 | 1.5167 | 1.3559 |
Largest Winning Trade | 140160 | 140160 | 52575 | 104410 | 104410 | 61657 |
Largest Losing Trade | -30121 | -29239 | -30121 | -58980 | -48382 | -58980 |
Avg Bars in Trades | 118 | 118 | 118 | 118 | 118 | 118 |
Avg Bars in Winners | 164 | 167 | 160 | 164 | 167 | 160 |
Avg Bars in Losers | 80 | 80 | 81 | 80 | 80 | 81 |
Bars Traded | 24216 | 12119 | 12097 | 24216 | 12119 | 12097 |
Profit Streak | 0 | 16.3642 | 0 | 0 | 16.3642 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315122 | -10786 | -198917 | -112040 | -141292 | -144083 |
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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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