Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393254.7514 | 342036.1023 | 51218.6491 | 343074.957 | 434774.6314 | -91699.6744 |
Total P&L (%) | 393.2548 | 342.0361 | 51.2186 | 343.075 | 434.7746 | -91.6997 |
Avg Daily Profit (%) | 0.2215 | 0.1926 | 0.0288 | 0.0839 | 0.0945 | -0.1401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69941 | -51573 | -90097 | -474911 | -252324 | -452187 |
Profit Factor | 1.4987 | 2.0916 | 1.1078 | 1.109 | 1.3356 | 0.9505 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Profitability (%) | 42.1569 | 44.1176 | 40.1961 | 42.1569 | 44.1176 | 40.1961 |
Ratio Avg Win / Avg Loss | 2.0564 | 2.6494 | 1.6482 | 1.5216 | 1.6917 | 1.4142 |
Largest Winning Trade | 86949 | 86949 | 76281 | 391532 | 174872 | 391532 |
Largest Losing Trade | -49757 | -25207 | -49757 | -265271 | -95907 | -265271 |
Avg Bars in Trades | 51 | 32 | 70 | 51 | 32 | 70 |
Avg Bars in Winners | 89 | 49 | 134 | 89 | 49 | 134 |
Avg Bars in Losers | 23 | 18 | 26 | 23 | 18 | 26 |
Bars Traded | 10436 | 3282 | 7154 | 10436 | 3282 | 7154 |
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 | 296349 | 322751 | -260546 | -182505 | -67991 | -583206 |
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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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