Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84456.0926 | 1253.7166 | 83202.376 | 52271.8321 | 41316.1444 | 10955.6877 |
Total P&L (%) | 84.4561 | 1.2537 | 83.2024 | 52.2718 | 41.3161 | 10.9557 |
Avg Daily Profit (%) | 0.3243 | 0.0048 | 0.3195 | 0.1616 | 0.1329 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114997 | -40475 | -89627 | -312799 | -65854 | -273810 |
Profit Factor | 1.2831 | 1.0126 | 1.4192 | 1.0743 | 1.2362 | 1.0207 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 53.0516 | 47.6636 | 58.4906 | 53.0516 | 47.6636 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.1355 | 1.1118 | 1.0072 | 0.9508 | 1.3574 | 0.7244 |
Largest Winning Trade | 27115 | 21712 | 27115 | 52131 | 50614 | 52131 |
Largest Losing Trade | -45942 | -7310 | -45942 | -150106 | -16950 | -150106 |
Avg Bars in Trades | 114 | 24 | 206 | 114 | 24 | 206 |
Avg Bars in Winners | 97 | 22 | 159 | 97 | 22 | 159 |
Avg Bars in Losers | 134 | 25 | 272 | 134 | 25 | 272 |
Bars Traded | 24472 | 2575 | 21897 | 24472 | 2575 | 21897 |
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 | 316043 | -561176 | 319959 | -134184 | -20333 | -475556 |
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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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