Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343671.9076 | 231606.0903 | 112065.8173 | 349953.6581 | 227862.6981 | 122090.96 |
Total P&L (%) | 343.6719 | 231.6061 | 112.0658 | 349.9537 | 227.8627 | 122.091 |
Avg Daily Profit (%) | 0.254 | 0.1711 | 0.0828 | 0.1112 | 0.0878 | 0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108421 | -93726 | -71135 | -220035 | -111631 | -213781 |
Profit Factor | 1.5781 | 1.8265 | 1.3566 | 1.3311 | 1.5494 | 1.1901 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 49.2063 | 47.619 | 50.7937 | 49.2063 | 47.619 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.629 | 2.0092 | 1.3142 | 1.3741 | 1.7044 | 1.1529 |
Largest Winning Trade | 105604 | 105604 | 58891 | 156704 | 82825 | 156704 |
Largest Losing Trade | -40385 | -33336 | -40385 | -140655 | -62924 | -140655 |
Avg Bars in Trades | 122 | 93 | 150 | 122 | 93 | 150 |
Avg Bars in Winners | 159 | 105 | 210 | 159 | 105 | 210 |
Avg Bars in Losers | 85 | 82 | 88 | 85 | 82 | 88 |
Bars Traded | 15374 | 5888 | 9486 | 15374 | 5888 | 9486 |
Profit Streak | 0 | 36.7917 | 0 | 0 | 36.7917 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396083 | -135776 | -228537 | -44240 | -219656 | -272118 |
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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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