Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409499.4123 | 375632.8927 | 33866.5196 | 20621.5551 | 473804.4166 | -453182.8615 |
Total P&L (%) | 409.4994 | 375.6329 | 33.8665 | 20.6216 | 473.8044 | -453.1829 |
Avg Daily Profit (%) | 0.1637 | 0.1502 | 0.0135 | 0.0075 | 0.0699 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144355 | -135932 | -166834 | -488779 | -205667 | -679608 |
Profit Factor | 1.4078 | 1.7795 | 1.0648 | 1.011 | 1.6904 | 0.6191 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Profitability (%) | 46.5116 | 42.5926 | 50.4673 | 46.5116 | 42.5926 | 50.4673 |
Ratio Avg Win / Avg Loss | 1.619 | 2.3984 | 1.0451 | 1.1626 | 2.2783 | 0.6077 |
Largest Winning Trade | 210154 | 210154 | 54151 | 239689 | 239689 | 118712 |
Largest Losing Trade | -50751 | -34353 | -50751 | -167763 | -139207 | -167763 |
Avg Bars in Trades | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Winners | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Losers | 36 | 39 | 32 | 36 | 39 | 32 |
Bars Traded | 9623 | 4936 | 4687 | 9623 | 4936 | 4687 |
Profit Streak | 0 | 0 | 16.7765 | 0 | 0 | 16.7765 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321605 | 267211 | -326353 | -397954 | -99585 | -580414 |
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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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