Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211997.2087 | 127847.2989 | 84149.9098 | 53647.898 | 50935.9802 | 2711.9178 |
Total P&L (%) | 211.9972 | 127.8473 | 84.1499 | 53.6479 | 50.936 | 2.7119 |
Avg Daily Profit (%) | 0.2035 | 0.1227 | 0.0808 | 0.0412 | 0.0395 | 0.0026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100936 | -70772 | -78341 | -203887 | -130564 | -164023 |
Profit Factor | 1.3271 | 1.4365 | 1.2369 | 1.0508 | 1.1118 | 1.0045 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 58.0488 | 52.9412 | 63.1068 | 58.0488 | 52.9412 | 63.1068 |
Ratio Avg Win / Avg Loss | 0.9591 | 1.2769 | 0.7231 | 0.7594 | 0.9883 | 0.5873 |
Largest Winning Trade | 129579 | 129579 | 39354 | 128946 | 128946 | 47518 |
Largest Losing Trade | -57288 | -27618 | -57288 | -133472 | -58529 | -133472 |
Avg Bars in Trades | 120 | 99 | 141 | 120 | 99 | 141 |
Avg Bars in Winners | 109 | 87 | 128 | 109 | 87 | 128 |
Avg Bars in Losers | 135 | 113 | 163 | 135 | 113 | 163 |
Bars Traded | 24737 | 10177 | 14560 | 24737 | 10177 | 14560 |
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 | 300619 | -28145 | -85643 | -303074 | -240471 | -570960 |
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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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