Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270677.3595 | 71024.3559 | 199653.0035 | 151095.1064 | -50634.0708 | 201729.1772 |
Total P&L (%) | 270.6774 | 71.0244 | 199.653 | 151.0951 | -50.6341 | 201.7292 |
Avg Daily Profit (%) | 0.2093 | 0.0549 | 0.1544 | 0.0712 | -0.0546 | 0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106391 | -100443 | -52810 | -290982 | -230839 | -175512 |
Profit Factor | 1.3144 | 1.1515 | 1.5091 | 1.0793 | 0.9513 | 1.2327 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 52.451 | 50 | 54.902 | 52.451 | 50 | 54.902 |
Ratio Avg Win / Avg Loss | 1.1915 | 1.1515 | 1.2396 | 0.9784 | 0.9513 | 1.0126 |
Largest Winning Trade | 96389 | 96389 | 54747 | 107522 | 107522 | 74885 |
Largest Losing Trade | -33173 | -33173 | -27285 | -114085 | -114085 | -91396 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 7431 | 3723 | 3708 | 7431 | 3723 | 3708 |
Profit Streak | 0 | 0 | 22.6851 | 0 | 0 | 22.6851 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333298 | -173732 | 341767 | -231446 | -581060 | -78303 |
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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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