Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324908.7742 | 244129.8031 | 80778.9711 | 117565.7807 | 252124.6214 | -134558.8407 |
Total P&L (%) | 324.9088 | 244.1298 | 80.779 | 117.5658 | 252.1246 | -134.5588 |
Avg Daily Profit (%) | 0.3179 | 0.2389 | 0.079 | 0.0761 | 0.1232 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233700 | -132117 | -135753 | -268169 | -142748 | -147483 |
Profit Factor | 1.5589 | 1.8284 | 1.2819 | 1.1426 | 1.7054 | 0.712 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 41.7391 | 36.2069 | 47.3684 | 41.7391 | 36.2069 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.176 | 3.2214 | 1.4243 | 1.5948 | 3.0047 | 0.7911 |
Largest Winning Trade | 184050 | 184050 | 47140 | 234182 | 234182 | 57998 |
Largest Losing Trade | -39564 | -24265 | -39564 | -112383 | -65160 | -112383 |
Avg Bars in Trades | 102 | 93 | 112 | 102 | 93 | 112 |
Avg Bars in Winners | 154 | 147 | 159 | 154 | 147 | 159 |
Avg Bars in Losers | 66 | 62 | 70 | 66 | 62 | 70 |
Bars Traded | 11841 | 5419 | 6422 | 11841 | 5419 | 6422 |
Profit Streak | 0 | 0 | 58.5907 | 0 | 0 | 58.5907 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305955 | -174274 | -267554 | -156855 | -210954 | -760878 |
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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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