Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333703.5292 | 127243.3443 | 206460.1849 | 257904.2417 | -252596.8224 | 510501.0641 |
Total P&L (%) | 333.7035 | 127.2433 | 206.4602 | 257.9042 | -252.5968 | 510.5011 |
Avg Daily Profit (%) | 0.191 | 0.0728 | 0.1182 | 0.073 | 0 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94392 | -99081 | -75718 | -370837 | -423759 | -224967 |
Profit Factor | 1.4819 | 1.3062 | 1.7456 | 1.1241 | 0.8144 | 1.7111 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 43.5294 | 37.6471 | 49.4118 | 43.5294 | 37.6471 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.9224 | 2.1633 | 1.7872 | 1.4583 | 1.3488 | 1.7518 |
Largest Winning Trade | 106665 | 106665 | 44375 | 212923 | 212923 | 132915 |
Largest Losing Trade | -40675 | -40675 | -38707 | -200314 | -200314 | -127751 |
Avg Bars in Trades | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Winners | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Losers | 21 | 28 | 12 | 21 | 28 | 12 |
Bars Traded | 5017 | 2755 | 2262 | 5017 | 2755 | 2262 |
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 | 306084 | -99608 | -32230 | -180866 | -584241 | -51305 |
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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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