Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300390.5469 | 158519.6207 | 141870.9262 | 6156.0296 | -171033.9847 | 177190.0142 |
Total P&L (%) | 300.3905 | 158.5196 | 141.8709 | 6.156 | -171.034 | 177.19 |
Avg Daily Profit (%) | 0.1798 | 0.0949 | 0.0849 | 0.0036 | 0 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185682 | -137274 | -95101 | -622426 | -465060 | -259224 |
Profit Factor | 1.3265 | 1.2816 | 1.3974 | 1.0024 | 0.8889 | 1.1818 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 99 | 56 | 43 | 99 | 56 | 43 |
Profitability (%) | 52.8571 | 46.6667 | 59.0476 | 52.8571 | 46.6667 | 59.0476 |
Ratio Avg Win / Avg Loss | 1.1831 | 1.4647 | 0.9692 | 0.8941 | 1.0158 | 0.8196 |
Largest Winning Trade | 234496 | 234496 | 42126 | 253390 | 253390 | 128452 |
Largest Losing Trade | -35406 | -35100 | -35406 | -245268 | -245268 | -127827 |
Avg Bars in Trades | 22 | 27 | 18 | 22 | 27 | 18 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 22 | 26 | 16 | 22 | 26 | 16 |
Bars Traded | 4772 | 2838 | 1933 | 4772 | 2838 | 1933 |
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 | 339904 | -67616 | -79392 | -571568 | -580404 | -132442 |
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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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