Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239883.7794 | 204471.1401 | 35412.6393 | 137374.4559 | 181846.0466 | -44471.5907 |
Total P&L (%) | 239.8838 | 204.4711 | 35.4126 | 137.3745 | 181.846 | -44.4716 |
Avg Daily Profit (%) | 0.2303 | 0.1963 | 0.034 | 0.083 | 0.0995 | -0.0565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87940 | -100127 | -70515 | -184878 | -93558 | -185888 |
Profit Factor | 1.2642 | 1.449 | 1.0783 | 1.1121 | 1.2968 | 0.9274 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 180 | 88 | 92 | 180 | 88 | 92 |
Losing Trades | 238 | 121 | 117 | 238 | 121 | 117 |
Profitability (%) | 43.0622 | 42.1053 | 44.0191 | 43.0622 | 42.1053 | 44.0191 |
Ratio Avg Win / Avg Loss | 1.6716 | 1.9923 | 1.3713 | 1.4705 | 1.7831 | 1.1794 |
Largest Winning Trade | 107199 | 107199 | 27519 | 102336 | 102336 | 75730 |
Largest Losing Trade | -23038 | -14877 | -23038 | -66745 | -46436 | -66745 |
Avg Bars in Trades | 59 | 61 | 56 | 59 | 61 | 56 |
Avg Bars in Winners | 76 | 83 | 71 | 76 | 83 | 71 |
Avg Bars in Losers | 46 | 46 | 45 | 46 | 46 | 45 |
Bars Traded | 24791 | 12926 | 11865 | 24791 | 12926 | 11865 |
Profit Streak | 0 | 7.1144 | 0 | 0 | 7.1144 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300353 | 299301 | -286325 | -179788 | -60314 | -580898 |
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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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