Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341631.3623 | 294218.4638 | 47412.8985 | 142193.9247 | -47132.5577 | 189326.4824 |
Total P&L (%) | 341.6314 | 294.2185 | 47.4129 | 142.1939 | -47.1326 | 189.3265 |
Avg Daily Profit (%) | 0.328 | 0.2824 | 0.0455 | 0.085 | -0.0612 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106751 | -105653 | -43624 | -773740 | -795315 | -246790 |
Profit Factor | 1.4202 | 1.4464 | 1.308 | 1.0479 | 0.9807 | 1.3615 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 45.8515 | 44.7368 | 46.9565 | 45.8515 | 44.7368 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.6772 | 1.7868 | 1.4775 | 1.2375 | 1.2115 | 1.538 |
Largest Winning Trade | 157548 | 157548 | 16736 | 283913 | 283913 | 84284 |
Largest Losing Trade | -39862 | -39862 | -9132 | -310810 | -310810 | -67377 |
Avg Bars in Trades | 108 | 202 | 14 | 108 | 202 | 14 |
Avg Bars in Winners | 109 | 205 | 19 | 109 | 205 | 19 |
Avg Bars in Losers | 106 | 199 | 10 | 106 | 199 | 10 |
Bars Traded | 24740 | 23044 | 1696 | 24740 | 23044 | 1696 |
Profit Streak | 0 | 15.1026 | 0 | 0 | 15.1026 | 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 | 368260 | 313315 | -134703 | -247786 | -580823 | -56335 |
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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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