Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207184.4035 | 163179.9569 | 44004.4465 | -29031.9317 | 14701.3367 | -43733.2683 |
Total P&L (%) | 207.1844 | 163.18 | 44.0044 | -29.0319 | 14.7013 | -43.7333 |
Avg Daily Profit (%) | 0.2011 | 0.1584 | 0.0427 | -0.0333 | 0.0133 | -0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168783 | -141343 | -63177 | -122181 | -138125 | -58586 |
Profit Factor | 1.2379 | 1.3071 | 1.1295 | 0.9561 | 1.0391 | 0.847 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 103 | 44 | 59 | 103 | 44 | 59 |
Losing Trades | 103 | 59 | 44 | 103 | 59 | 44 |
Profitability (%) | 50 | 42.7184 | 57.2816 | 50 | 42.7184 | 57.2816 |
Ratio Avg Win / Avg Loss | 1.2379 | 1.7528 | 0.8424 | 0.9561 | 1.3934 | 0.6316 |
Largest Winning Trade | 171716 | 171716 | 21561 | 48636 | 48636 | 16499 |
Largest Losing Trade | -40626 | -40626 | -38688 | -54919 | -33957 | -54919 |
Avg Bars in Trades | 57 | 75 | 40 | 57 | 75 | 40 |
Avg Bars in Winners | 51 | 72 | 35 | 51 | 72 | 35 |
Avg Bars in Losers | 64 | 77 | 47 | 64 | 77 | 47 |
Bars Traded | 11896 | 7761 | 4135 | 11896 | 7761 | 4135 |
Profit Streak | 0 | 0 | 26.4116 | 0 | 0 | 26.4116 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302864 | 194127 | -215750 | -579699 | -375148 | -579096 |
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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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