Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102227.8831 | 12884.0498 | 89343.8333 | 136960.1285 | 5336.3582 | 131623.7704 |
Total P&L (%) | 102.2279 | 12.8841 | 89.3438 | 136.9601 | 5.3364 | 131.6238 |
Avg Daily Profit (%) | 0.3926 | 0.0495 | 0.3431 | 0.3318 | 0.02 | 0.3231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41080 | -15243 | -32210 | -118134 | -41574 | -91458 |
Profit Factor | 1.453 | 1.1233 | 1.737 | 1.2577 | 1.0228 | 1.4429 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 57.7465 | 52.3364 | 63.2075 | 57.7465 | 52.3364 | 63.2075 |
Ratio Avg Win / Avg Loss | 1.0631 | 1.023 | 1.0111 | 0.9203 | 0.9315 | 0.8399 |
Largest Winning Trade | 15320 | 15320 | 15185 | 28741 | 25320 | 28741 |
Largest Losing Trade | -22839 | -7876 | -22839 | -65256 | -13404 | -65256 |
Avg Bars in Trades | 116 | 51 | 182 | 116 | 51 | 182 |
Avg Bars in Winners | 88 | 45 | 123 | 88 | 45 | 123 |
Avg Bars in Losers | 156 | 58 | 283 | 156 | 58 | 283 |
Bars Traded | 24868 | 5498 | 19370 | 24868 | 5498 | 19370 |
Profit Streak | 0 | 0 | 10.371 | 0 | 0 | 10.371 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396321 | -289121 | 453856 | 274686 | -530459 | 343608 |
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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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