Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234732.3734 | 13251.6635 | 221480.7099 | 83334.8308 | 37947.56 | 45387.2707 |
Total P&L (%) | 234.7324 | 13.2517 | 221.4807 | 83.3348 | 37.9476 | 45.3873 |
Avg Daily Profit (%) | 0.1817 | 0.0103 | 0.1714 | 0.0469 | 0.0249 | 0.029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124414 | -12618 | -128567 | -588544 | -34150 | -605216 |
Profit Factor | 1.3971 | 1.1324 | 1.451 | 1.0447 | 1.1534 | 1.0281 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 162 | 72 | 90 | 162 | 72 | 90 |
Losing Trades | 69 | 44 | 25 | 69 | 44 | 25 |
Profitability (%) | 70.1299 | 62.069 | 78.2609 | 70.1299 | 62.069 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.5951 | 0.692 | 0.4031 | 0.445 | 0.7048 | 0.2856 |
Largest Winning Trade | 39975 | 8711 | 39975 | 119312 | 27277 | 119312 |
Largest Losing Trade | -67848 | -10914 | -67848 | -232276 | -27410 | -232276 |
Avg Bars in Trades | 64 | 1 | 128 | 64 | 1 | 128 |
Avg Bars in Winners | 44 | 1 | 78 | 44 | 1 | 78 |
Avg Bars in Losers | 111 | 1 | 305 | 111 | 1 | 305 |
Bars Traded | 14877 | 146 | 14731 | 14877 | 146 | 14731 |
Profit Streak | 0 | 0 | 14.2066 | 0 | 0 | 14.2066 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370553 | -318665 | 396139 | -299451 | -213884 | -342958 |
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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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