Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332938.9499 | 300075.1123 | 32863.8375 | -349.4444 | 165522.6542 | -165872.0986 |
Total P&L (%) | 332.939 | 300.0751 | 32.8638 | -0.3494 | 165.5227 | -165.8721 |
Avg Daily Profit (%) | 0.1769 | 0.1594 | 0.0175 | -0.0002 | 0.0519 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159460 | -124276 | -104979 | -622736 | -321337 | -540186 |
Profit Factor | 1.4174 | 1.7874 | 1.0789 | 0.9998 | 1.2144 | 0.8427 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 46.7742 | 40.3226 | 53.2258 | 46.7742 | 40.3226 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.6129 | 2.6454 | 0.9481 | 1.1377 | 1.7973 | 0.7406 |
Largest Winning Trade | 264755 | 264755 | 36886 | 337642 | 337642 | 183488 |
Largest Losing Trade | -38233 | -32592 | -38233 | -199470 | -120767 | -199470 |
Avg Bars in Trades | 89 | 94 | 84 | 89 | 94 | 84 |
Avg Bars in Winners | 107 | 126 | 94 | 107 | 126 | 94 |
Avg Bars in Losers | 72 | 72 | 72 | 72 | 72 | 72 |
Bars Traded | 11041 | 5831 | 5210 | 11041 | 5831 | 5210 |
Profit Streak | 0 | 0 | 88.6226 | 0 | 0 | 88.6226 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302769 | -147557 | -460187 | -580036 | -281171 | -733178 |
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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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