Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296520.2001 | 209767.1023 | 86753.0978 | -13870.2229 | 59378.6491 | -73248.872 |
Total P&L (%) | 296.5202 | 209.7671 | 86.7531 | -13.8702 | 59.3786 | -73.2489 |
Avg Daily Profit (%) | 0.1702 | 0.1204 | 0.0498 | -0.0086 | 0.0268 | -0.0757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172673 | -122725 | -146452 | -226835 | -140609 | -134991 |
Profit Factor | 1.2629 | 1.3495 | 1.1644 | 0.9814 | 1.1609 | 0.8063 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 50.6849 | 50 | 51.3761 | 50.6849 | 50 | 51.3761 |
Ratio Avg Win / Avg Loss | 1.2288 | 1.3495 | 1.1021 | 0.9549 | 1.1609 | 0.7631 |
Largest Winning Trade | 110106 | 110106 | 47854 | 124569 | 124569 | 35984 |
Largest Losing Trade | -48684 | -31342 | -48684 | -98785 | -43540 | -98785 |
Avg Bars in Trades | 46 | 38 | 55 | 46 | 38 | 55 |
Avg Bars in Winners | 52 | 38 | 65 | 52 | 38 | 65 |
Avg Bars in Losers | 41 | 37 | 44 | 41 | 37 | 44 |
Bars Traded | 10245 | 4210 | 6035 | 10245 | 4210 | 6035 |
Profit Streak | 0 | 0 | 14.6929 | 0 | 0 | 14.6929 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304523 | -32109 | -165543 | -579542 | -201607 | -580274 |
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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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