Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263793.5924 | 195934.3345 | 67859.2579 | 133868.5337 | 402106.2076 | -268237.6739 |
Total P&L (%) | 263.7936 | 195.9343 | 67.8593 | 133.8685 | 402.1062 | -268.2377 |
Avg Daily Profit (%) | 0.2532 | 0.1881 | 0.0651 | 0.0816 | 0.155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174862 | -116951 | -74840 | -1561790 | -926321 | -640465 |
Profit Factor | 1.3505 | 1.5467 | 1.1721 | 1.0299 | 1.1942 | 0.8884 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 48.2587 | 44.5545 | 52 | 48.2587 | 44.5545 | 52 |
Ratio Avg Win / Avg Loss | 1.448 | 1.9248 | 1.082 | 1.1042 | 1.4861 | 0.8201 |
Largest Winning Trade | 84696 | 84696 | 43219 | 534489 | 534489 | 312303 |
Largest Losing Trade | -37955 | -23810 | -37955 | -426491 | -268402 | -426491 |
Avg Bars in Trades | 121 | 100 | 143 | 121 | 100 | 143 |
Avg Bars in Winners | 145 | 109 | 177 | 145 | 109 | 177 |
Avg Bars in Losers | 99 | 93 | 106 | 99 | 93 | 106 |
Bars Traded | 24499 | 10144 | 14355 | 24499 | 10144 | 14355 |
Profit Streak | 0 | 0 | 10.1184 | 0 | 0 | 10.1184 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318377 | 281495 | -136624 | -271253 | -2078 | -580145 |
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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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