Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415648.7338 | 418878.1262 | -3229.3923 | -176003.0899 | 554762.182 | -730765.2718 |
Total P&L (%) | 415.6487 | 418.8781 | -3.2294 | -176.0031 | 554.7622 | -730.7653 |
Avg Daily Profit (%) | 0.1996 | 0.2011 | -0.0016 | 0 | 0.0903 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169656 | -92549 | -191409 | -1013900 | -301324 | -984273 |
Profit Factor | 1.3479 | 1.7365 | 0.9948 | 0.935 | 1.4889 | 0.5352 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 126 | 62 | 64 | 119 | 67 | 52 |
Losing Trades | 114 | 58 | 56 | 121 | 53 | 68 |
Profitability (%) | 52.5 | 51.6667 | 53.3333 | 49.5833 | 55.8333 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.2195 | 1.6245 | 0.8705 | 0.9507 | 1.1778 | 0.6999 |
Largest Winning Trade | 106031 | 106031 | 50863 | 342144 | 342144 | 78696 |
Largest Losing Trade | -113318 | -32735 | -113318 | -654330 | -178383 | -654330 |
Avg Bars in Trades | 102 | 88 | 116 | 102 | 88 | 116 |
Avg Bars in Winners | 112 | 96 | 128 | 89 | 85 | 94 |
Avg Bars in Losers | 90 | 79 | 102 | 114 | 91 | 132 |
Bars Traded | 24533 | 10572 | 13961 | 24533 | 10572 | 13961 |
Profit Streak | 0 | 0 | 0 | 37.4158 | 37.4158 | 37.4991 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344672 | 392516 | -580581 | -578694 | -69720 | -583061 |
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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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