Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237562.3843 | 149546.1294 | 88016.255 | 192144.7164 | 81310.9304 | 110833.786 |
Total P&L (%) | 237.5624 | 149.5461 | 88.0163 | 192.1447 | 81.3109 | 110.8338 |
Avg Daily Profit (%) | 0.2281 | 0.1436 | 0.0845 | 0.103 | 0.0571 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87878 | -74995 | -46057 | -393913 | -246786 | -243633 |
Profit Factor | 1.4147 | 1.51 | 1.3149 | 1.1017 | 1.0878 | 1.115 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Profitability (%) | 46.6368 | 43.75 | 49.5496 | 46.6368 | 43.75 | 49.5496 |
Ratio Avg Win / Avg Loss | 1.6188 | 1.9414 | 1.3388 | 1.2606 | 1.3986 | 1.1353 |
Largest Winning Trade | 125774 | 125774 | 31907 | 252261 | 252261 | 141606 |
Largest Losing Trade | -31665 | -17201 | -31665 | -164759 | -76144 | -164759 |
Avg Bars in Trades | 110 | 97 | 123 | 110 | 97 | 123 |
Avg Bars in Winners | 136 | 120 | 150 | 136 | 120 | 150 |
Avg Bars in Losers | 87 | 79 | 97 | 87 | 79 | 97 |
Bars Traded | 24590 | 10877 | 13713 | 24590 | 10877 | 13713 |
Profit Streak | 0 | 0 | 25.6402 | 0 | 0 | 25.6402 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346185 | -1596 | -79863 | -164334 | -243281 | -191168 |
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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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