Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234985.6595 | 191133.4156 | 43852.2439 | 60136.8449 | 81378.0762 | -21241.2313 |
Total P&L (%) | 234.9857 | 191.1334 | 43.8522 | 60.1368 | 81.3781 | -21.2412 |
Avg Daily Profit (%) | 0.2256 | 0.1835 | 0.0421 | 0.0452 | 0.0572 | -0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105587 | -99408 | -74008 | -391922 | -316718 | -283577 |
Profit Factor | 1.4331 | 1.6456 | 1.1779 | 1.0407 | 1.0977 | 0.9671 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 50.7937 | 49.2063 | 52.381 | 50.7937 | 49.2063 | 52.381 |
Ratio Avg Win / Avg Loss | 1.3883 | 1.6987 | 1.0708 | 1.0082 | 1.1331 | 0.8792 |
Largest Winning Trade | 204308 | 204308 | 32348 | 336213 | 336213 | 61044 |
Largest Losing Trade | -34802 | -34802 | -33471 | -132773 | -132773 | -99837 |
Avg Bars in Trades | 195 | 190 | 200 | 195 | 190 | 200 |
Avg Bars in Winners | 252 | 248 | 257 | 252 | 248 | 257 |
Avg Bars in Losers | 137 | 135 | 139 | 137 | 135 | 139 |
Bars Traded | 24690 | 12028 | 12662 | 24690 | 12028 | 12662 |
Profit Streak | 0 | 0 | 33.2031 | 0 | 0 | 33.2031 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330266 | -136392 | -309221 | -308528 | -376606 | -726608 |
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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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