Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249487.1766 | 121626.507 | 127860.6696 | 101516.9668 | 83737.3976 | 17779.5691 |
Total P&L (%) | 249.4872 | 121.6265 | 127.8607 | 101.517 | 83.7374 | 17.7796 |
Avg Daily Profit (%) | 0.221 | 0.1077 | 0.1133 | 0.0621 | 0.0539 | 0.0145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118950 | -75319 | -86859 | -464172 | -258135 | -391504 |
Profit Factor | 1.3742 | 1.4004 | 1.3523 | 1.05 | 1.0969 | 1.0152 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 121 | 53 | 68 | 121 | 53 | 68 |
Losing Trades | 85 | 50 | 35 | 85 | 50 | 35 |
Profitability (%) | 58.7379 | 51.4563 | 66.0194 | 58.7379 | 51.4563 | 66.0194 |
Ratio Avg Win / Avg Loss | 0.9654 | 1.3212 | 0.696 | 0.7376 | 1.0348 | 0.5225 |
Largest Winning Trade | 129088 | 129088 | 37993 | 255152 | 255152 | 115240 |
Largest Losing Trade | -57625 | -29511 | -57625 | -268793 | -124261 | -268793 |
Avg Bars in Trades | 15 | 12 | 19 | 15 | 12 | 19 |
Avg Bars in Winners | 15 | 11 | 18 | 15 | 11 | 18 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 3292 | 1311 | 1981 | 3292 | 1311 | 1981 |
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 | 329756 | -48283 | -40993 | -274750 | -234705 | -385203 |
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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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