Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409586.7006 | 289204.3648 | 120382.3358 | 316659.3915 | 229552.4387 | 87106.9528 |
Total P&L (%) | 409.5867 | 289.2044 | 120.3823 | 316.6594 | 229.5524 | 87.107 |
Avg Daily Profit (%) | 0.1967 | 0.1389 | 0.0578 | 0.0686 | 0.0573 | 0.0301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117119 | -107665 | -72344 | -657873 | -531289 | -269376 |
Profit Factor | 1.4517 | 1.5825 | 1.2934 | 1.0914 | 1.1158 | 1.0588 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Losing Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Profitability (%) | 50.9346 | 53.271 | 48.5981 | 50.9346 | 53.271 | 48.5981 |
Ratio Avg Win / Avg Loss | 1.3984 | 1.3882 | 1.368 | 1.0514 | 0.9787 | 1.1199 |
Largest Winning Trade | 105936 | 105936 | 41571 | 283382 | 283382 | 195555 |
Largest Losing Trade | -50259 | -39229 | -50259 | -314546 | -314546 | -183346 |
Avg Bars in Trades | 115 | 106 | 124 | 115 | 106 | 124 |
Avg Bars in Winners | 122 | 96 | 150 | 122 | 96 | 150 |
Avg Bars in Losers | 108 | 117 | 100 | 108 | 117 | 100 |
Bars Traded | 24699 | 11362 | 13337 | 24699 | 11362 | 13337 |
Profit Streak | 0 | 0 | 44.0931 | 0 | 0 | 44.0931 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354420 | -5675 | -115947 | -220139 | -211120 | -308795 |
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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) |
---|