Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296239.3815 | 236322.4116 | 59916.9699 | -43887.2311 | 3433.9524 | -47321.1835 |
Total P&L (%) | 296.2394 | 236.3224 | 59.917 | -43.8872 | 3.434 | -47.3212 |
Avg Daily Profit (%) | 0.1871 | 0.1493 | 0.0378 | -0.0365 | 0.0021 | -0.0405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129956 | -149845 | -125145 | -525735 | -493647 | -279395 |
Profit Factor | 1.2803 | 1.4643 | 1.1094 | 0.9783 | 1.0034 | 0.9536 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 115 | 52 | 63 | 115 | 52 | 63 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 52.9954 | 48.1481 | 57.7982 | 52.9954 | 48.1481 | 57.7982 |
Ratio Avg Win / Avg Loss | 1.1356 | 1.5769 | 0.81 | 0.8677 | 1.0806 | 0.6963 |
Largest Winning Trade | 87791 | 87791 | 37935 | 139794 | 139794 | 131956 |
Largest Losing Trade | -65731 | -39366 | -65731 | -196556 | -141509 | -196556 |
Avg Bars in Trades | 85 | 87 | 83 | 85 | 87 | 83 |
Avg Bars in Winners | 69 | 67 | 72 | 69 | 67 | 72 |
Avg Bars in Losers | 103 | 106 | 100 | 103 | 106 | 100 |
Bars Traded | 18628 | 9480 | 9148 | 18628 | 9480 | 9148 |
Profit Streak | 0 | 22.5042 | 0 | 0 | 22.5042 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323944 | 287003 | -244162 | -579253 | -572933 | -580031 |
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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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