Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86740.9736 | 64894.3306 | 21846.643 | -74027.6105 | 35634.2137 | -109661.8242 |
Total P&L (%) | 86.741 | 64.8943 | 21.8466 | -74.0276 | 35.6342 | -109.6618 |
Avg Daily Profit (%) | 0.3331 | 0.2492 | 0.0839 | -0.5163 | 0.1171 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94630 | -40572 | -106030 | -187216 | -53135 | -210756 |
Profit Factor | 1.2727 | 1.5421 | 1.1102 | 0.8413 | 1.2556 | 0.6648 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 75.6098 | 77.451 | 73.7864 | 75.6098 | 77.451 | 73.7864 |
Ratio Avg Win / Avg Loss | 0.4106 | 0.449 | 0.3944 | 0.2714 | 0.3656 | 0.2362 |
Largest Winning Trade | 16739 | 10177 | 16739 | 28137 | 15528 | 28137 |
Largest Losing Trade | -94630 | -25695 | -94630 | -177987 | -33155 | -177987 |
Avg Bars in Trades | 118 | 122 | 114 | 118 | 122 | 114 |
Avg Bars in Winners | 64 | 74 | 54 | 64 | 74 | 54 |
Avg Bars in Losers | 284 | 287 | 281 | 284 | 287 | 281 |
Bars Traded | 24241 | 12475 | 11766 | 24241 | 12475 | 11766 |
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 | 360236 | 351228 | -185950 | -577780 | -38969 | -579092 |
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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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