Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375358.5187 | 338021.4229 | 37337.0958 | 41811.9765 | 381450.1193 | -339638.1428 |
Total P&L (%) | 375.3585 | 338.0214 | 37.3371 | 41.812 | 381.4501 | -339.6381 |
Avg Daily Profit (%) | 0.2114 | 0.1904 | 0.021 | 0.0197 | 0.0885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155287 | -136405 | -115553 | -1994226 | -1259814 | -920901 |
Profit Factor | 1.3385 | 1.5436 | 1.0767 | 1.0063 | 1.1075 | 0.8905 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.5976 | 1.9552 | 1.2112 | 1.2011 | 1.4028 | 1.0019 |
Largest Winning Trade | 90282 | 90282 | 58997 | 682160 | 682160 | 328674 |
Largest Losing Trade | -47159 | -47159 | -37152 | -774530 | -331232 | -774530 |
Avg Bars in Trades | 34 | 44 | 23 | 34 | 44 | 23 |
Avg Bars in Winners | 47 | 63 | 33 | 47 | 63 | 33 |
Avg Bars in Losers | 22 | 30 | 14 | 22 | 30 | 14 |
Bars Traded | 6966 | 4574 | 2393 | 6966 | 4574 | 2393 |
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 | 306027 | 275478 | -304583 | -382896 | -179647 | -580259 |
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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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