Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333474.8145 | 80089.006 | 253385.8085 | 396948.6655 | 142438.4403 | 254510.2252 |
Total P&L (%) | 333.4748 | 80.089 | 253.3858 | 396.9487 | 142.4384 | 254.5102 |
Avg Daily Profit (%) | 0.2176 | 0.0523 | 0.1654 | 0.1047 | 0.0578 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84172 | -77401 | -63765 | -469971 | -437240 | -341256 |
Profit Factor | 1.4027 | 1.1995 | 1.5939 | 1.1202 | 1.0886 | 1.1503 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 52.657 | 49.5146 | 55.7692 | 52.657 | 49.5146 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.2612 | 1.223 | 1.2641 | 1.0072 | 1.1099 | 0.9123 |
Largest Winning Trade | 62185 | 30392 | 62185 | 151806 | 151806 | 145167 |
Largest Losing Trade | -35128 | -18298 | -35128 | -120980 | -107664 | -120980 |
Avg Bars in Trades | 28 | 17 | 39 | 28 | 17 | 39 |
Avg Bars in Winners | 32 | 14 | 48 | 32 | 14 | 48 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 5938 | 1832 | 4105 | 5938 | 1832 | 4105 |
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 | 366808 | -124371 | 348323 | -139763 | -238975 | -139037 |
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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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