Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296550.1173 | 212871.5509 | 83678.5664 | 138234.4064 | 169750.2303 | -31515.8239 |
Total P&L (%) | 296.5501 | 212.8716 | 83.6786 | 138.2344 | 169.7502 | -31.5158 |
Avg Daily Profit (%) | 0.2005 | 0.1439 | 0.0566 | 0.0587 | 0.0671 | -0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111506 | -39692 | -108202 | -145463 | -42074 | -195981 |
Profit Factor | 1.3748 | 2.339 | 1.1324 | 1.1316 | 1.7962 | 0.9624 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Losing Trades | 121 | 56 | 65 | 121 | 56 | 65 |
Profitability (%) | 45.2489 | 49.5496 | 40.9091 | 45.2489 | 49.5496 | 40.9091 |
Ratio Avg Win / Avg Loss | 1.6635 | 2.3815 | 1.6356 | 1.3692 | 1.8289 | 1.3901 |
Largest Winning Trade | 78591 | 45012 | 78591 | 82847 | 27989 | 82847 |
Largest Losing Trade | -40164 | -15149 | -40164 | -61947 | -14741 | -61947 |
Avg Bars in Trades | 38 | 4 | 72 | 38 | 4 | 72 |
Avg Bars in Winners | 68 | 5 | 145 | 68 | 5 | 145 |
Avg Bars in Losers | 13 | 4 | 21 | 13 | 4 | 21 |
Bars Traded | 8442 | 510 | 7932 | 8442 | 510 | 7932 |
Profit Streak | 0 | 0 | 12.7279 | 0 | 0 | 12.7279 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309124 | 123113 | -193898 | -191022 | -100055 | -581826 |
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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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