Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372941.4362 | 321909.8852 | 51031.5511 | 2513.7707 | 45749.5043 | -43235.7336 |
Total P&L (%) | 372.9414 | 321.9099 | 51.0316 | 2.5138 | 45.7495 | -43.2357 |
Avg Daily Profit (%) | 0.1717 | 0.1482 | 0.0235 | 0.0011 | 0.0173 | -0.0261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121676 | -103545 | -164122 | -225622 | -209971 | -186603 |
Profit Factor | 1.2974 | 1.5626 | 1.0748 | 1.0016 | 1.0612 | 0.949 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 52.2936 | 48.6239 | 55.9633 | 52.2936 | 48.6239 | 55.9633 |
Ratio Avg Win / Avg Loss | 1.1836 | 1.651 | 0.8458 | 0.9137 | 1.1213 | 0.7468 |
Largest Winning Trade | 126603 | 126603 | 55135 | 100697 | 71199 | 100697 |
Largest Losing Trade | -51457 | -44097 | -51457 | -88513 | -88170 | -88513 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 4317 | 2152 | 2165 | 4317 | 2152 | 2165 |
Profit Streak | 15.1129 | 0 | 84.6129 | 15.1129 | 0 | 84.6129 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350947 | 255017 | -300419 | -575218 | -325072 | -578582 |
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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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