Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302375.9722 | 247815.3212 | 54560.6511 | 579305.2465 | 663899.7409 | -84594.4944 |
Total P&L (%) | 302.376 | 247.8153 | 54.5607 | 579.3052 | 663.8997 | -84.5945 |
Avg Daily Profit (%) | 0.2903 | 0.2379 | 0.0524 | 0.1841 | 0.1954 | -0.1794 |
Buy And Hold Return (%) | 125.0569 | 125.0569 | 125.0569 | 125.0569 | 125.0569 | 125.0569 |
Max Trade Drawdown | -100648 | -43622 | -102496 | -641666 | -298831 | -496567 |
Profit Factor | 1.4213 | 1.7614 | 1.1391 | 1.1798 | 1.462 | 0.9526 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 55.102 | 53.2787 | 56.9106 | 55.102 | 53.2787 | 56.9106 |
Ratio Avg Win / Avg Loss | 1.1581 | 1.5446 | 0.8625 | 0.9613 | 1.282 | 0.7212 |
Largest Winning Trade | 45174 | 45174 | 18517 | 159846 | 159846 | 66844 |
Largest Losing Trade | -26446 | -22668 | -26446 | -209992 | -128118 | -209992 |
Avg Bars in Trades | 101 | 101 | 101 | 101 | 101 | 101 |
Avg Bars in Winners | 101 | 101 | 101 | 101 | 101 | 101 |
Avg Bars in Losers | 101 | 101 | 101 | 101 | 101 | 101 |
Bars Traded | 24791 | 12345 | 12446 | 24791 | 12345 | 12446 |
Profit Streak | 0 | 48.1458 | 0 | 0 | 48.1458 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254105 | 216605 | -357248 | -16202 | 348765 | -580109 |
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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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