Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211518.4582 | 86263.304 | 125255.1542 | 197355.08 | -7153.089 | 204508.169 |
Total P&L (%) | 211.5185 | 86.2633 | 125.2552 | 197.3551 | -7.1531 | 204.5082 |
Avg Daily Profit (%) | 0.1877 | 0.0765 | 0.1111 | 0.0967 | -0.0066 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70349 | -70045 | -51905 | -162780 | -148632 | -120018 |
Profit Factor | 1.3715 | 1.2796 | 1.4804 | 1.15 | 0.99 | 1.3391 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 50.6912 | 46.789 | 54.6296 | 50.6912 | 46.789 | 54.6296 |
Ratio Avg Win / Avg Loss | 1.3341 | 1.4552 | 1.2295 | 1.1186 | 1.1258 | 1.1121 |
Largest Winning Trade | 73306 | 73306 | 32753 | 76566 | 70542 | 76566 |
Largest Losing Trade | -34047 | -20742 | -34047 | -72356 | -57489 | -72356 |
Avg Bars in Trades | 61 | 54 | 68 | 61 | 54 | 68 |
Avg Bars in Winners | 77 | 65 | 87 | 77 | 65 | 87 |
Avg Bars in Losers | 44 | 45 | 44 | 44 | 45 | 44 |
Bars Traded | 13326 | 5967 | 7359 | 13326 | 5967 | 7359 |
Profit Streak | 0 | 0 | 16.4577 | 0 | 0 | 16.4577 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333436 | -92310 | -42536 | -118117 | -580624 | -59780 |
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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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