Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111871.0407 | 27906.2943 | 83964.7464 | 79846.6306 | -6682.7196 | 86529.3502 |
Total P&L (%) | 111.871 | 27.9063 | 83.9647 | 79.8466 | -6.6827 | 86.5294 |
Avg Daily Profit (%) | 0.2148 | 0.0536 | 0.1612 | 0.1128 | -0.0133 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70099 | -86690 | -27575 | -107962 | -144255 | -46123 |
Profit Factor | 1.2634 | 1.0951 | 1.6393 | 1.1278 | 0.9843 | 1.4331 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 53.5211 | 53.7736 | 53.271 | 53.5211 | 53.7736 | 53.271 |
Ratio Avg Win / Avg Loss | 1.0971 | 0.9414 | 1.438 | 0.9794 | 0.8461 | 1.2571 |
Largest Winning Trade | 24683 | 24683 | 15545 | 34842 | 34842 | 26570 |
Largest Losing Trade | -29378 | -29378 | -11595 | -56703 | -56703 | -21412 |
Avg Bars in Trades | 114 | 175 | 52 | 114 | 175 | 52 |
Avg Bars in Winners | 89 | 126 | 51 | 89 | 126 | 51 |
Avg Bars in Losers | 142 | 233 | 53 | 142 | 233 | 53 |
Bars Traded | 24287 | 18645 | 5642 | 24287 | 18645 | 5642 |
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 | 309965 | -242585 | 319263 | -123063 | -581129 | -32631 |
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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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