Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295552.3071 | 94528.876 | 201023.4311 | -46551.113 | -148087.8608 | 101536.7477 |
Total P&L (%) | 295.5523 | 94.5289 | 201.0234 | -46.5511 | -148.0879 | 101.5367 |
Avg Daily Profit (%) | 0.1836 | 0.0587 | 0.1249 | -0.0389 | 0 | 0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122865 | -99518 | -143964 | -212463 | -196840 | -123256 |
Profit Factor | 1.3654 | 1.2043 | 1.5808 | 0.9419 | 0.7034 | 1.3368 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 128 | 54 | 74 | 128 | 54 | 74 |
Losing Trades | 76 | 48 | 28 | 76 | 48 | 28 |
Profitability (%) | 62.7451 | 52.9412 | 72.549 | 62.7451 | 52.9412 | 72.549 |
Ratio Avg Win / Avg Loss | 0.8107 | 1.0705 | 0.5981 | 0.5592 | 0.6252 | 0.5058 |
Largest Winning Trade | 39991 | 39991 | 31805 | 47925 | 47925 | 40827 |
Largest Losing Trade | -92496 | -49466 | -92496 | -78756 | -75413 | -78756 |
Avg Bars in Trades | 93 | 91 | 94 | 93 | 91 | 94 |
Avg Bars in Winners | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Losers | 122 | 114 | 136 | 122 | 114 | 136 |
Bars Traded | 19043 | 9354 | 9689 | 19043 | 9354 | 9689 |
Profit Streak | 0 | 0 | 70.3927 | 0 | 0 | 70.3927 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324647 | -114907 | -21761 | -578057 | -580679 | -131704 |
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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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