Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326019.3103 | 323304.2503 | 2715.0599 | -14914.7435 | -84860.9244 | 69946.1809 |
Total P&L (%) | 326.0193 | 323.3043 | 2.7151 | -14.9147 | -84.8609 | 69.9462 |
Avg Daily Profit (%) | 0.1747 | 0.1732 | 0.0015 | -0.0087 | -0.1011 | 0.0284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150466 | -161443 | -29345 | -590671 | -637874 | -82973 |
Profit Factor | 1.4338 | 1.5694 | 1.0148 | 0.9918 | 0.9423 | 1.1967 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 45.1923 | 40.3846 | 50 | 45.1923 | 40.3846 | 50 |
Ratio Avg Win / Avg Loss | 1.7389 | 2.3168 | 1.0148 | 1.2029 | 1.391 | 1.1967 |
Largest Winning Trade | 144201 | 144201 | 18237 | 256573 | 256573 | 55000 |
Largest Losing Trade | -55089 | -55089 | -23211 | -264290 | -264290 | -37001 |
Avg Bars in Trades | 106 | 197 | 14 | 106 | 197 | 14 |
Avg Bars in Winners | 97 | 196 | 17 | 97 | 196 | 17 |
Avg Bars in Losers | 113 | 198 | 11 | 113 | 198 | 11 |
Bars Traded | 22104 | 20551 | 1553 | 22104 | 20551 | 1553 |
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 | 310912 | 223822 | -560920 | -579892 | -583127 | -159047 |
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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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