Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330099.6999 | 258997.7679 | 71101.932 | 52746.5871 | -113847.3047 | 166593.8918 |
Total P&L (%) | 330.0997 | 258.9978 | 71.1019 | 52.7466 | -113.8473 | 166.5939 |
Avg Daily Profit (%) | 0.1585 | 0.1244 | 0.0341 | 0.0203 | 0 | 0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170588 | -163916 | -41254 | -1648255 | -1524138 | -158287 |
Profit Factor | 1.3913 | 1.3781 | 1.4485 | 1.0132 | 0.9663 | 1.2697 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 61.9718 | 64.1509 | 59.8131 | 61.9718 | 64.1509 | 59.8131 |
Ratio Avg Win / Avg Loss | 0.8538 | 0.7701 | 0.9732 | 0.6217 | 0.54 | 0.8531 |
Largest Winning Trade | 62397 | 62397 | 11946 | 275695 | 275695 | 133805 |
Largest Losing Trade | -61485 | -61485 | -29237 | -820414 | -820414 | -117379 |
Avg Bars in Trades | 111 | 216 | 7 | 111 | 216 | 7 |
Avg Bars in Winners | 44 | 81 | 5 | 44 | 81 | 5 |
Avg Bars in Losers | 220 | 457 | 11 | 220 | 457 | 11 |
Bars Traded | 23792 | 22957 | 835 | 23792 | 22957 | 835 |
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 | 320712 | -26523 | -146677 | -371828 | -579215 | -130497 |
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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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