Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453980.3709 | 373757.7067 | 80222.6642 | 25305.8363 | -96700.9199 | 122006.7562 |
Total P&L (%) | 453.9804 | 373.7577 | 80.2227 | 25.3058 | -96.7009 | 122.0068 |
Avg Daily Profit (%) | 0.2585 | 0.2128 | 0.0457 | 0.0128 | -0.1941 | 0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165176 | -141398 | -96864 | -523599 | -333883 | -222628 |
Profit Factor | 1.5053 | 1.8397 | 1.177 | 1.0167 | 0.8824 | 1.1758 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 86 | 35 | 51 | 86 | 35 | 51 |
Losing Trades | 118 | 67 | 51 | 118 | 67 | 51 |
Profitability (%) | 42.1569 | 34.3137 | 50 | 42.1569 | 34.3137 | 50 |
Ratio Avg Win / Avg Loss | 2.0654 | 3.5218 | 1.177 | 1.395 | 1.6892 | 1.1758 |
Largest Winning Trade | 270430 | 270430 | 50521 | 200042 | 200042 | 132648 |
Largest Losing Trade | -52972 | -33857 | -52972 | -127202 | -127202 | -71479 |
Avg Bars in Trades | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Winners | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Losers | 31 | 26 | 37 | 31 | 26 | 37 |
Bars Traded | 10329 | 4551 | 5778 | 10329 | 4551 | 5778 |
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 | 309192 | 174211 | -158055 | -383359 | -584382 | -159694 |
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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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