Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230968.9934 | 191954.9767 | 39014.0167 | 95262.3154 | 3507.9327 | 91754.3827 |
Total P&L (%) | 230.969 | 191.955 | 39.014 | 95.2623 | 3.5079 | 91.7544 |
Avg Daily Profit (%) | 0.2217 | 0.1843 | 0.0375 | 0.0643 | 0.0033 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114570 | -83797 | -63147 | -421455 | -363387 | -193954 |
Profit Factor | 1.377 | 1.5445 | 1.15 | 1.0578 | 1.0035 | 1.1443 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 49.7778 | 47.3214 | 52.2124 | 49.7778 | 47.3214 | 52.2124 |
Ratio Avg Win / Avg Loss | 1.3893 | 1.7193 | 1.0526 | 1.0672 | 1.1171 | 1.0473 |
Largest Winning Trade | 134439 | 134439 | 22218 | 252409 | 252409 | 81723 |
Largest Losing Trade | -34717 | -34717 | -33721 | -91384 | -77764 | -91384 |
Avg Bars in Trades | 108 | 139 | 78 | 108 | 139 | 78 |
Avg Bars in Winners | 119 | 155 | 87 | 119 | 155 | 87 |
Avg Bars in Losers | 97 | 124 | 68 | 97 | 124 | 68 |
Bars Traded | 24471 | 15593 | 8878 | 24471 | 15593 | 8878 |
Profit Streak | 0 | 30.6959 | 0 | 0 | 30.6959 | 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 | 340296 | 355638 | -200632 | -262980 | -571183 | -171211 |
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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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