Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301582.2735 | 218997.2878 | 82584.9857 | 39505.064 | 60401.3417 | -20896.2777 |
Total P&L (%) | 301.5823 | 218.9973 | 82.585 | 39.5051 | 60.4013 | -20.8963 |
Avg Daily Profit (%) | 0.2933 | 0.213 | 0.0803 | 0.0324 | 0.046 | -0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102811 | -123250 | -77492 | -103325 | -131593 | -111221 |
Profit Factor | 1.3323 | 1.4054 | 1.2248 | 1.0458 | 1.123 | 0.9436 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 49.5098 | 49.0196 | 50 | 49.5098 | 49.0196 | 50 |
Ratio Avg Win / Avg Loss | 1.3587 | 1.4616 | 1.2248 | 1.0665 | 1.1679 | 0.9436 |
Largest Winning Trade | 171084 | 171084 | 32575 | 73069 | 73069 | 22349 |
Largest Losing Trade | -60258 | -28517 | -60258 | -78458 | -27921 | -78458 |
Avg Bars in Trades | 119 | 145 | 93 | 119 | 145 | 93 |
Avg Bars in Winners | 133 | 154 | 112 | 133 | 154 | 112 |
Avg Bars in Losers | 105 | 136 | 74 | 105 | 136 | 74 |
Bars Traded | 24361 | 14810 | 9551 | 24361 | 14810 | 9551 |
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 | 344780 | 280674 | -86359 | -321127 | -218097 | -581060 |
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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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