Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343525.6201 | 311202.0078 | 32323.6123 | -3984.9751 | 35539.5938 | -39524.569 |
Total P&L (%) | 343.5256 | 311.202 | 32.3236 | -3.985 | 35.5396 | -39.5246 |
Avg Daily Profit (%) | 0.1844 | 0.1671 | 0.0174 | -0.0022 | 0.0163 | -0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150169 | -144753 | -119834 | -148011 | -101627 | -92631 |
Profit Factor | 1.3981 | 1.7046 | 1.0767 | 0.9935 | 1.1163 | 0.8704 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 102 | 42 | 60 | 102 | 42 | 60 |
Losing Trades | 99 | 58 | 41 | 99 | 58 | 41 |
Profitability (%) | 50.7463 | 42 | 59.4059 | 50.7463 | 42 | 59.4059 |
Ratio Avg Win / Avg Loss | 1.357 | 2.354 | 0.7358 | 0.9643 | 1.5415 | 0.5947 |
Largest Winning Trade | 169650 | 169650 | 30438 | 94863 | 94863 | 25814 |
Largest Losing Trade | -76956 | -39917 | -76956 | -56491 | -30903 | -56491 |
Avg Bars in Trades | 54 | 74 | 34 | 54 | 74 | 34 |
Avg Bars in Winners | 66 | 109 | 35 | 66 | 109 | 35 |
Avg Bars in Losers | 42 | 49 | 31 | 42 | 49 | 31 |
Bars Traded | 10943 | 7484 | 3458 | 10943 | 7484 | 3458 |
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 | 335530 | 258156 | -309425 | -579628 | -268577 | -579843 |
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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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