Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197133.5912 | 192878.6634 | 4254.9278 | 35548.0514 | 6596.6927 | 28951.3587 |
Total P&L (%) | 197.1336 | 192.8787 | 4.2549 | 35.5481 | 6.5967 | 28.9514 |
Avg Daily Profit (%) | 0.1892 | 0.1852 | 0.0041 | 0.0292 | 0.0061 | 0.0244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92558 | -81073 | -32062 | -238454 | -253197 | -48358 |
Profit Factor | 1.5486 | 1.6761 | 1.0574 | 1.0496 | 1.0109 | 1.2594 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 54.1176 | 54.7619 | 53.4884 | 54.1176 | 54.7619 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.3129 | 1.3846 | 0.9195 | 0.8898 | 0.8351 | 1.0951 |
Largest Winning Trade | 100245 | 100245 | 9270 | 112466 | 112466 | 21111 |
Largest Losing Trade | -67050 | -67050 | -16052 | -206575 | -206575 | -34896 |
Avg Bars in Trades | 274 | 541 | 12 | 274 | 541 | 12 |
Avg Bars in Winners | 271 | 525 | 16 | 271 | 525 | 16 |
Avg Bars in Losers | 277 | 560 | 8 | 277 | 560 | 8 |
Bars Traded | 23302 | 22748 | 554 | 23302 | 22748 | 554 |
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 | 356144 | 367880 | -511380 | -323401 | -559958 | -162844 |
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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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