Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271331.8988 | 75662.6203 | 195669.2785 | 86061.5542 | -27341.3231 | 113402.8773 |
Total P&L (%) | 271.3319 | 75.6626 | 195.6693 | 86.0616 | -27.3413 | 113.4029 |
Avg Daily Profit (%) | 0.1817 | 0.0507 | 0.131 | 0.0416 | -0.0214 | 0.0508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108710 | -120863 | -100519 | -109453 | -81182 | -76954 |
Profit Factor | 1.287 | 1.1631 | 1.4065 | 1.114 | 0.9319 | 1.3206 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 50.4762 | 47.619 | 53.3333 | 50.4762 | 47.619 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2628 | 1.2794 | 1.2307 | 1.093 | 1.0251 | 1.1555 |
Largest Winning Trade | 50061 | 50061 | 40987 | 49415 | 38399 | 49415 |
Largest Losing Trade | -49903 | -34919 | -49903 | -66177 | -52925 | -66177 |
Avg Bars in Trades | 13 | 11 | 16 | 13 | 11 | 16 |
Avg Bars in Winners | 16 | 12 | 19 | 16 | 12 | 19 |
Avg Bars in Losers | 11 | 9 | 12 | 11 | 9 | 12 |
Bars Traded | 2877 | 1161 | 1715 | 2877 | 1161 | 1715 |
Profit Streak | 0 | 0 | 23.9487 | 0 | 0 | 23.9487 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320682 | -167312 | -16406 | -231084 | -580034 | -123927 |
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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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