Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251345.4238 | 250686.3241 | 659.0997 | 22129.3033 | 201640.4992 | -179511.1959 |
Total P&L (%) | 251.3454 | 250.6863 | 0.6591 | 22.1293 | 201.6405 | -179.5112 |
Avg Daily Profit (%) | 0.2036 | 0.2031 | 0.0005 | 0.0162 | 0.0895 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110335 | -71212 | -95975 | -311037 | -174713 | -286526 |
Profit Factor | 1.256 | 1.5046 | 1.0014 | 1.0115 | 1.2175 | 0.8209 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 55.0459 | 52.2936 | 57.7982 | 55.0459 | 52.2936 | 57.7982 |
Ratio Avg Win / Avg Loss | 1.0257 | 1.3726 | 0.7312 | 0.826 | 1.1107 | 0.5994 |
Largest Winning Trade | 105448 | 105448 | 37159 | 144633 | 144633 | 77867 |
Largest Losing Trade | -52819 | -36056 | -52819 | -167540 | -80096 | -167540 |
Avg Bars in Trades | 65 | 76 | 55 | 65 | 76 | 55 |
Avg Bars in Winners | 67 | 74 | 61 | 67 | 74 | 61 |
Avg Bars in Losers | 63 | 79 | 46 | 63 | 79 | 46 |
Bars Traded | 14382 | 8367 | 6015 | 14382 | 8367 | 6015 |
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 | 333436 | 324539 | -577824 | -384461 | -73870 | -580031 |
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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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