Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179400.7264 | 116121.5874 | 63279.1389 | 144280.9778 | 73128.8601 | 71152.1177 |
Total P&L (%) | 179.4007 | 116.1216 | 63.2791 | 144.281 | 73.1289 | 71.1521 |
Avg Daily Profit (%) | 0.3109 | 0.2012 | 0.1097 | 0.1549 | 0.0952 | 0.0932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80823 | -56656 | -49612 | -162948 | -174202 | -68807 |
Profit Factor | 1.3927 | 1.4514 | 1.3169 | 1.1822 | 1.16 | 1.2126 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 112 | 51 | 61 | 112 | 51 | 61 |
Losing Trades | 101 | 56 | 45 | 101 | 56 | 45 |
Profitability (%) | 52.5822 | 47.6636 | 57.5472 | 52.5822 | 47.6636 | 57.5472 |
Ratio Avg Win / Avg Loss | 1.2559 | 1.5937 | 0.9715 | 1.0661 | 1.2737 | 0.8946 |
Largest Winning Trade | 94433 | 94433 | 32420 | 165776 | 165776 | 58603 |
Largest Losing Trade | -20331 | -20331 | -16305 | -65738 | -65738 | -43185 |
Avg Bars in Trades | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Winners | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Losers | 59 | 50 | 70 | 59 | 50 | 70 |
Bars Traded | 13287 | 6200 | 7086 | 13287 | 6200 | 7086 |
Profit Streak | 0 | 0 | 497.9054 | 0 | 0 | 497.9054 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370015 | 294612 | -46841 | -11761 | -112036 | -69016 |
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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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