Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344458.8842 | 365489.995 | -21031.1108 | -107608.3479 | 474806.6051 | -582414.953 |
Total P&L (%) | 344.4589 | 365.49 | -21.0311 | -107.6083 | 474.8066 | -582.415 |
Avg Daily Profit (%) | 0.1653 | 0.1754 | -0.0101 | 0 | 0.084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138062 | -84734 | -157761 | -562552 | -125999 | -694336 |
Profit Factor | 1.2904 | 1.6431 | 0.966 | 0.9117 | 2.3576 | 0.3294 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 111 | 50 | 61 | 112 | 64 | 48 |
Losing Trades | 109 | 60 | 49 | 108 | 46 | 62 |
Profitability (%) | 50.4545 | 45.4545 | 55.4545 | 50.9091 | 58.1818 | 43.6364 |
Ratio Avg Win / Avg Loss | 1.2672 | 1.9717 | 0.7759 | 0.8791 | 1.6945 | 0.4255 |
Largest Winning Trade | 133247 | 133247 | 46213 | 191516 | 191516 | 64772 |
Largest Losing Trade | -102485 | -35577 | -102485 | -550512 | -87746 | -550512 |
Avg Bars in Trades | 110 | 93 | 127 | 110 | 93 | 127 |
Avg Bars in Winners | 113 | 104 | 121 | 107 | 95 | 122 |
Avg Bars in Losers | 106 | 84 | 133 | 113 | 90 | 130 |
Bars Traded | 24253 | 10275 | 13978 | 24253 | 10275 | 13978 |
Profit Streak | 0 | 0 | 0 | 39.182 | 39.182 | 47.432 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308175 | 305764 | -580332 | -578520 | -74995 | -582954 |
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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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