Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258414.2312 | 191297.9288 | 67116.3024 | -28055.1104 | 82400.4855 | -110455.5959 |
Total P&L (%) | 258.4142 | 191.2979 | 67.1163 | -28.0551 | 82.4005 | -110.4556 |
Avg Daily Profit (%) | 0.254 | 0.188 | 0.066 | -0.0324 | 0.0591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137070 | -107514 | -105023 | -209664 | -118545 | -195067 |
Profit Factor | 1.2751 | 1.4022 | 1.1448 | 0.9644 | 1.2424 | 0.7537 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 56.0345 | 51.7241 | 60.3448 | 56.0345 | 51.7241 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.0005 | 1.3087 | 0.7523 | 0.7567 | 1.1596 | 0.4953 |
Largest Winning Trade | 97345 | 97345 | 41890 | 79391 | 79391 | 32897 |
Largest Losing Trade | -70604 | -38403 | -70604 | -195067 | -33742 | -195067 |
Avg Bars in Trades | 103 | 113 | 94 | 103 | 113 | 94 |
Avg Bars in Winners | 75 | 79 | 71 | 75 | 79 | 71 |
Avg Bars in Losers | 140 | 150 | 128 | 140 | 150 | 128 |
Bars Traded | 24118 | 13211 | 10907 | 24118 | 13211 | 10907 |
Profit Streak | 0 | 18.4687 | 0 | 0 | 18.4687 | 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 | 360400 | 333749 | -166861 | -578781 | -113232 | -579682 |
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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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