Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232023.9604 | 154776.1606 | 77247.7998 | 197632.5912 | -80175.3172 | 277807.9084 |
Total P&L (%) | 232.024 | 154.7762 | 77.2478 | 197.6326 | -80.1753 | 277.8079 |
Avg Daily Profit (%) | 0.2227 | 0.1486 | 0.0742 | 0.1048 | -0.1552 | 0.1277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88462 | -112816 | -25429 | -667045 | -826565 | -109444 |
Profit Factor | 1.3903 | 1.3328 | 1.5968 | 1.0728 | 0.964 | 1.5664 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 57.7889 | 56.5657 | 59 | 57.7889 | 56.5657 | 59 |
Ratio Avg Win / Avg Loss | 1.0155 | 1.0234 | 1.1096 | 0.7836 | 0.7402 | 1.0885 |
Largest Winning Trade | 55444 | 55444 | 14203 | 240089 | 240089 | 66248 |
Largest Losing Trade | -40490 | -40490 | -11169 | -233996 | -233996 | -62607 |
Avg Bars in Trades | 124 | 222 | 28 | 124 | 222 | 28 |
Avg Bars in Winners | 100 | 179 | 26 | 100 | 179 | 26 |
Avg Bars in Losers | 157 | 278 | 30 | 157 | 278 | 30 |
Bars Traded | 24809 | 21994 | 2815 | 24809 | 21994 | 2815 |
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 | 378086 | 221478 | -90874 | -193181 | -580217 | -19689 |
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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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