Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542767.703 | 486923.9183 | 55843.7847 | 107836.8812 | -87199.0467 | 195035.9279 |
Total P&L (%) | 542.7677 | 486.9239 | 55.8438 | 107.8369 | -87.199 | 195.0359 |
Avg Daily Profit (%) | 0.2812 | 0.2522 | 0.0289 | 0.0379 | -0.1064 | 0.0561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150821 | -105654 | -81419 | -1054579 | -741212 | -399611 |
Profit Factor | 1.5362 | 2.0318 | 1.1033 | 1.0346 | 0.944 | 1.1246 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 47.2222 | 44.4444 | 50 | 47.2222 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 1.7169 | 2.5397 | 1.1033 | 1.1563 | 1.1799 | 1.1246 |
Largest Winning Trade | 297115 | 297115 | 60531 | 400211 | 400211 | 296747 |
Largest Losing Trade | -71060 | -31605 | -71060 | -254425 | -254425 | -194669 |
Avg Bars in Trades | 34 | 28 | 41 | 34 | 28 | 41 |
Avg Bars in Winners | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 7531 | 3081 | 4450 | 7531 | 3081 | 4450 |
Profit Streak | 0 | 0 | 25.9917 | 0 | 0 | 25.9917 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411112 | 352063 | -261763 | -324736 | -581260 | -201211 |
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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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