Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302140.3173 | 89455.7318 | 212684.5856 | 162795.1346 | 45494.2197 | 117300.915 |
Total P&L (%) | 302.1403 | 89.4557 | 212.6846 | 162.7951 | 45.4942 | 117.3009 |
Avg Daily Profit (%) | 0.1994 | 0.059 | 0.1404 | 0.0638 | 0.0248 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120087 | -62541 | -132209 | -676476 | -251972 | -621320 |
Profit Factor | 1.3872 | 1.2359 | 1.5302 | 1.0692 | 1.0434 | 1.0899 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 55.3299 | 50.5051 | 60.2041 | 55.3299 | 50.5051 | 60.2041 |
Ratio Avg Win / Avg Loss | 1.12 | 1.2112 | 1.0115 | 0.8632 | 1.0226 | 0.7205 |
Largest Winning Trade | 48879 | 40565 | 48879 | 144256 | 109958 | 144256 |
Largest Losing Trade | -67498 | -26298 | -67498 | -382045 | -118370 | -382045 |
Avg Bars in Trades | 90 | 59 | 121 | 90 | 59 | 121 |
Avg Bars in Winners | 85 | 47 | 117 | 85 | 47 | 117 |
Avg Bars in Losers | 96 | 71 | 127 | 96 | 71 | 127 |
Bars Traded | 17752 | 5866 | 11886 | 17752 | 5866 | 11886 |
Profit Streak | 0 | 0 | 22.7928 | 0 | 0 | 22.7928 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358393 | -114609 | -2557 | -252063 | -334497 | -246176 |
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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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