Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218773.1195 | 176206.0094 | 42567.1101 | -217604.3326 | -14002.3196 | -203602.0129 |
Total P&L (%) | 218.7731 | 176.206 | 42.5671 | -217.6043 | -14.0023 | -203.602 |
Avg Daily Profit (%) | 0.21 | 0.1692 | 0.0409 | 0 | -0.0145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112029 | -59703 | -112029 | -355136 | -96774 | -329451 |
Profit Factor | 1.348 | 1.6612 | 1.1176 | 0.7603 | 0.9634 | 0.6124 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 169 | 83 | 86 | 59 | 30 | 29 |
Losing Trades | 54 | 28 | 26 | 164 | 81 | 83 |
Profitability (%) | 75.7848 | 74.7748 | 76.7857 | 26.4574 | 27.027 | 25.8929 |
Ratio Avg Win / Avg Loss | 0.4307 | 0.5604 | 0.3379 | 2.1134 | 2.6012 | 1.7527 |
Largest Winning Trade | 23711 | 23711 | 15540 | 79397 | 72922 | 79397 |
Largest Losing Trade | -112029 | -37233 | -112029 | -158627 | -31445 | -158627 |
Avg Bars in Trades | 110 | 123 | 97 | 110 | 123 | 97 |
Avg Bars in Winners | 54 | 56 | 52 | 255 | 305 | 203 |
Avg Bars in Losers | 286 | 322 | 247 | 58 | 56 | 60 |
Bars Traded | 24648 | 13727 | 10921 | 24648 | 13727 | 10921 |
Profit Streak | 15.1202 | 15.1202 | 38.2035 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450667 | 433037 | -228158 | -600224 | -599139 | -604136 |
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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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