Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259798.3889 | 70345.2896 | 189453.0993 | 83155.8368 | -107196.1953 | 190352.0321 |
Total P&L (%) | 259.7984 | 70.3453 | 189.4531 | 83.1558 | -107.1962 | 190.352 |
Avg Daily Profit (%) | 0.1753 | 0.0475 | 0.1279 | 0.0408 | 0 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161373 | -123286 | -64167 | -1469309 | -1047615 | -718954 |
Profit Factor | 1.3667 | 1.1822 | 1.5879 | 1.017 | 0.9593 | 1.0845 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 1.4496 | 1.3299 | 1.5879 | 1.0787 | 1.0792 | 1.0845 |
Largest Winning Trade | 122799 | 122799 | 61242 | 724981 | 724981 | 303124 |
Largest Losing Trade | -33361 | -33361 | -28599 | -295847 | -295847 | -257136 |
Avg Bars in Trades | 84 | 70 | 99 | 84 | 70 | 99 |
Avg Bars in Winners | 106 | 83 | 127 | 106 | 83 | 127 |
Avg Bars in Losers | 64 | 57 | 71 | 64 | 57 | 71 |
Bars Traded | 17294 | 7154 | 10140 | 17294 | 7154 | 10140 |
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 | 302322 | -151076 | -19666 | -339639 | -580537 | -224666 |
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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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