Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360781.8606 | 244492.7479 | 116289.1127 | 159689.2967 | 159175.9848 | 513.312 |
Total P&L (%) | 360.7819 | 244.4927 | 116.2891 | 159.6893 | 159.176 | 0.5133 |
Avg Daily Profit (%) | 0.1732 | 0.1174 | 0.0558 | 0.0458 | 0.0457 | 0.0002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109922 | -106474 | -78041 | -331704 | -289027 | -184894 |
Profit Factor | 1.3965 | 1.4913 | 1.282 | 1.0761 | 1.1348 | 1.0006 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Profitability (%) | 50 | 50.9259 | 49.0741 | 50 | 50.9259 | 49.0741 |
Ratio Avg Win / Avg Loss | 1.3965 | 1.437 | 1.3304 | 1.0761 | 1.0935 | 1.0383 |
Largest Winning Trade | 105936 | 105936 | 44181 | 186002 | 186002 | 101335 |
Largest Losing Trade | -53232 | -37701 | -53232 | -156922 | -156922 | -129374 |
Avg Bars in Trades | 113 | 102 | 123 | 113 | 102 | 123 |
Avg Bars in Winners | 120 | 94 | 147 | 120 | 94 | 147 |
Avg Bars in Losers | 105 | 110 | 100 | 105 | 110 | 100 |
Bars Traded | 24412 | 11047 | 13365 | 24412 | 11047 | 13365 |
Profit Streak | 0 | 0 | 47.7985 | 0 | 0 | 47.7985 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331046 | -35224 | -118473 | -267416 | -204239 | -578234 |
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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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