Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241355.5665 | 169684.6799 | 71670.8866 | 34298.0469 | 126412.1929 | -92114.146 |
Total P&L (%) | 241.3556 | 169.6847 | 71.6709 | 34.298 | 126.4122 | -92.1141 |
Avg Daily Profit (%) | 0.1775 | 0.1248 | 0.0527 | 0.0217 | 0.0601 | -0.1866 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114110 | -95519 | -104500 | -241984 | -210088 | -251260 |
Profit Factor | 1.241 | 1.3002 | 1.1642 | 1.0185 | 1.1235 | 0.8894 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 50.2283 | 50.4587 | 50 | 50.2283 | 50.4587 | 50 |
Ratio Avg Win / Avg Loss | 1.2297 | 1.2766 | 1.1642 | 1.0092 | 1.1031 | 0.8894 |
Largest Winning Trade | 65793 | 65793 | 29212 | 112975 | 112975 | 49348 |
Largest Losing Trade | -42217 | -31075 | -42217 | -81569 | -78061 | -81569 |
Avg Bars in Trades | 11 | 13 | 9 | 11 | 13 | 9 |
Avg Bars in Winners | 14 | 17 | 12 | 14 | 17 | 12 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 2565 | 1477 | 1088 | 2565 | 1477 | 1088 |
Profit Streak | 0 | 60.6581 | 0 | 0 | 60.6581 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309782 | -24840 | -162453 | -365368 | -195780 | -580761 |
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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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