Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181962.198 | 82272.6488 | 99689.5492 | 150382.2058 | -15849.7004 | 166231.9062 |
Total P&L (%) | 181.9622 | 82.2726 | 99.6895 | 150.3822 | -15.8497 | 166.2319 |
Avg Daily Profit (%) | 0.1747 | 0.079 | 0.0957 | 0.0881 | -0.0166 | 0.094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59159 | -63887 | -39459 | -230904 | -178171 | -117744 |
Profit Factor | 1.37 | 1.3412 | 1.3977 | 1.1263 | 0.9727 | 1.2727 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 52.2167 | 48.5149 | 55.8824 | 52.2167 | 48.5149 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.2537 | 1.4233 | 1.1035 | 1.0307 | 1.0323 | 1.0048 |
Largest Winning Trade | 94752 | 94752 | 31336 | 90466 | 73285 | 90466 |
Largest Losing Trade | -22537 | -14452 | -22537 | -79310 | -55209 | -79310 |
Avg Bars in Trades | 121 | 104 | 139 | 121 | 104 | 139 |
Avg Bars in Winners | 139 | 111 | 163 | 139 | 111 | 163 |
Avg Bars in Losers | 102 | 97 | 108 | 102 | 97 | 108 |
Bars Traded | 24722 | 10524 | 14198 | 24722 | 10524 | 14198 |
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 | 333595 | -88025 | -64042 | -155496 | -579973 | -67012 |
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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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