Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574273.687 | 450216.6672 | 124057.0198 | 954839.4032 | 920103.4195 | 34735.9837 |
Total P&L (%) | 574.2737 | 450.2167 | 124.057 | 954.8394 | 920.1034 | 34.736 |
Avg Daily Profit (%) | 0.3549 | 0.2783 | 0.0767 | 0.1457 | 0.1436 | 0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101488 | -139270 | -148129 | -1163340 | -1382465 | -876907 |
Profit Factor | 1.5831 | 1.9074 | 1.2538 | 1.121 | 1.2176 | 1.0095 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 50.7246 | 48.0769 | 53.3981 | 50.7246 | 48.0769 | 53.3981 |
Ratio Avg Win / Avg Loss | 1.5378 | 2.06 | 1.0943 | 1.0889 | 1.315 | 0.881 |
Largest Winning Trade | 121418 | 121418 | 62075 | 644178 | 644178 | 420829 |
Largest Losing Trade | -42972 | -30528 | -42972 | -463533 | -463533 | -317673 |
Avg Bars in Trades | 91 | 76 | 107 | 91 | 76 | 107 |
Avg Bars in Winners | 94 | 70 | 116 | 94 | 70 | 116 |
Avg Bars in Losers | 89 | 81 | 98 | 89 | 81 | 98 |
Bars Traded | 19040 | 7925 | 11115 | 19040 | 7925 | 11115 |
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 | 484714 | 391909 | -90613 | -84381 | -2309 | -382528 |
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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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