Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335063.155 | 195174.8789 | 139888.2761 | 608908.2732 | 150993.1108 | 457915.1624 |
Total P&L (%) | 335.0632 | 195.1749 | 139.8883 | 608.9083 | 150.9931 | 457.9152 |
Avg Daily Profit (%) | 0.6433 | 0.3747 | 0.2686 | 0.3768 | 0.1768 | 0.3306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92512 | -118558 | -22560 | -342746 | -411351 | -66158 |
Profit Factor | 1.6096 | 1.4419 | 2.2954 | 1.3036 | 1.0932 | 2.1876 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 62.2727 | 60.9091 | 63.6364 | 62.2727 | 60.9091 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.9752 | 0.9254 | 1.3116 | 0.7898 | 0.7016 | 1.2501 |
Largest Winning Trade | 126572 | 126572 | 28575 | 256556 | 256556 | 131232 |
Largest Losing Trade | -29302 | -29302 | -20777 | -162925 | -162925 | -61369 |
Avg Bars in Trades | 112 | 191 | 32 | 112 | 191 | 32 |
Avg Bars in Winners | 74 | 118 | 32 | 74 | 118 | 32 |
Avg Bars in Losers | 173 | 305 | 32 | 173 | 305 | 32 |
Bars Traded | 24677 | 21093 | 3583 | 24677 | 21093 | 3583 |
Profit Streak | 0 | 8.6178 | 0 | 0 | 8.6178 | 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 | 498702 | 363761 | 446536 | 365800 | -110548 | 458134 |
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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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