Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562516.8666 | 401012.2308 | 161504.6358 | 14468.2265 | 117254.3139 | -102786.0875 |
Total P&L (%) | 562.5169 | 401.0122 | 161.5046 | 14.4682 | 117.2543 | -102.7861 |
Avg Daily Profit (%) | 0.2701 | 0.1926 | 0.0776 | 0.0065 | 0.0373 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183163 | -93027 | -162425 | -140855 | -49594 | -174655 |
Profit Factor | 1.5376 | 1.8615 | 1.2781 | 1.0269 | 1.5942 | 0.6984 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 62.5 | 62.963 | 62.037 | 62.5 | 62.963 | 62.037 |
Ratio Avg Win / Avg Loss | 0.9226 | 1.095 | 0.7821 | 0.6161 | 0.9378 | 0.4274 |
Largest Winning Trade | 72292 | 72292 | 41922 | 51922 | 51922 | 24941 |
Largest Losing Trade | -96446 | -48051 | -96446 | -113452 | -49594 | -113452 |
Avg Bars in Trades | 114 | 117 | 111 | 114 | 117 | 111 |
Avg Bars in Winners | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Losers | 114 | 123 | 107 | 114 | 123 | 107 |
Bars Traded | 24627 | 12639 | 11988 | 24627 | 12639 | 11988 |
Profit Streak | 0 | 0 | 122.8207 | 0 | 0 | 122.8207 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405263 | 410149 | -88335 | -400786 | -141490 | -577994 |
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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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