Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512293.6976 | 415119.9142 | 97173.7835 | 254591.215 | -94039.4744 | 348630.6894 |
Total P&L (%) | 512.2937 | 415.1199 | 97.1738 | 254.5912 | -94.0395 | 348.6307 |
Avg Daily Profit (%) | 0.2459 | 0.1993 | 0.0466 | 0.0608 | -0.1353 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104876 | -79647 | -197046 | -456567 | -555104 | -263636 |
Profit Factor | 1.4931 | 1.837 | 1.179 | 1.0928 | 0.9367 | 1.2772 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Profitability (%) | 42.0792 | 38.6139 | 45.5446 | 42.0792 | 38.6139 | 45.5446 |
Ratio Avg Win / Avg Loss | 2.0552 | 2.9203 | 1.4096 | 1.5043 | 1.489 | 1.5271 |
Largest Winning Trade | 199293 | 199293 | 58452 | 273873 | 273873 | 190924 |
Largest Losing Trade | -57114 | -27414 | -57114 | -113374 | -113374 | -93486 |
Avg Bars in Trades | 122 | 113 | 130 | 122 | 113 | 130 |
Avg Bars in Winners | 188 | 182 | 193 | 188 | 182 | 193 |
Avg Bars in Losers | 74 | 70 | 78 | 74 | 70 | 78 |
Bars Traded | 24713 | 11510 | 13203 | 24713 | 11510 | 13203 |
Profit Streak | 0 | 0 | 30.6229 | 0 | 0 | 30.6229 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316161 | 229946 | -155752 | -231080 | -583824 | -97126 |
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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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