Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241322.9701 | 162590.1331 | 78732.837 | 409500.1695 | 554061.9848 | -144561.8152 |
Total P&L (%) | 241.323 | 162.5901 | 78.7328 | 409.5002 | 554.062 | -144.5618 |
Avg Daily Profit (%) | 0.4633 | 0.3122 | 0.1512 | 0.3131 | 0.3612 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96889 | -38981 | -68775 | -875134 | -305401 | -643550 |
Profit Factor | 1.5181 | 1.8174 | 1.2951 | 1.1481 | 1.4777 | 0.91 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 40.2844 | 39.0476 | 41.5094 | 40.2844 | 39.0476 | 41.5094 |
Ratio Avg Win / Avg Loss | 2.2504 | 2.8369 | 1.8248 | 1.7018 | 2.3067 | 1.2823 |
Largest Winning Trade | 62094 | 62094 | 34555 | 437184 | 437184 | 256417 |
Largest Losing Trade | -21471 | -10935 | -21471 | -133416 | -78276 | -133416 |
Avg Bars in Trades | 117 | 109 | 125 | 117 | 109 | 125 |
Avg Bars in Winners | 188 | 170 | 204 | 188 | 170 | 204 |
Avg Bars in Losers | 70 | 70 | 69 | 70 | 70 | 69 |
Bars Traded | 24837 | 11501 | 13336 | 24837 | 11501 | 13336 |
Profit Streak | 0 | 11.336 | 0 | 0 | 11.336 | 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 | 329661 | 272161 | 152129 | -51203 | 260255 | -583253 |
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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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