Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220625.6278 | 86594.3176 | 134031.3102 | 147069.2754 | 23801.146 | 123268.1294 |
Total P&L (%) | 220.6256 | 86.5943 | 134.0313 | 147.0693 | 23.8011 | 123.2681 |
Avg Daily Profit (%) | 0.1985 | 0.0779 | 0.1206 | 0.0814 | 0.0192 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86501 | -78952 | -64015 | -353304 | -332381 | -198358 |
Profit Factor | 1.3214 | 1.2395 | 1.4124 | 1.0775 | 1.0235 | 1.1396 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 49.3151 | 46.3636 | 52.2936 | 49.3151 | 46.3636 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.3581 | 1.434 | 1.2885 | 1.1074 | 1.184 | 1.0396 |
Largest Winning Trade | 59321 | 59321 | 26659 | 122310 | 122310 | 96906 |
Largest Losing Trade | -52288 | -27703 | -52288 | -118529 | -118529 | -117657 |
Avg Bars in Trades | 59 | 57 | 62 | 59 | 57 | 62 |
Avg Bars in Winners | 64 | 54 | 72 | 64 | 54 | 72 |
Avg Bars in Losers | 55 | 60 | 50 | 55 | 60 | 50 |
Bars Traded | 13110 | 6351 | 6759 | 13110 | 6351 | 6759 |
Profit Streak | 0 | 0 | 8.4346 | 0 | 0 | 8.4346 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313302 | -90874 | -30525 | -218647 | -367948 | -162657 |
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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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