Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236712.8926 | 220983.7107 | 15729.1818 | 28718.0159 | 30084.5908 | -1366.5749 |
Total P&L (%) | 236.7129 | 220.9837 | 15.7292 | 28.718 | 30.0846 | -1.3666 |
Avg Daily Profit (%) | 0.2273 | 0.2122 | 0.0151 | 0.0242 | 0.0253 | -0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105433 | -87152 | -41098 | -235820 | -198445 | -63285 |
Profit Factor | 1.5324 | 1.6697 | 1.1372 | 1.039 | 1.0545 | 0.9926 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 44.2748 | 39.3939 | 49.2308 | 44.2748 | 39.3939 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.9287 | 2.5687 | 1.1727 | 1.3077 | 1.6224 | 1.0237 |
Largest Winning Trade | 255048 | 255048 | 19563 | 225541 | 225541 | 21273 |
Largest Losing Trade | -32978 | -32978 | -10881 | -70031 | -70031 | -30374 |
Avg Bars in Trades | 188 | 329 | 45 | 188 | 329 | 45 |
Avg Bars in Winners | 240 | 480 | 46 | 240 | 480 | 46 |
Avg Bars in Losers | 147 | 231 | 45 | 147 | 231 | 45 |
Bars Traded | 24748 | 21771 | 2977 | 24748 | 21771 | 2977 |
Profit Streak | 0 | 0 | 23.1365 | 0 | 0 | 23.1365 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309227 | -117695 | -383460 | -343268 | -450240 | -710544 |
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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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