Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263654.4092 | 243890.4008 | 19764.0084 | 51852.5755 | 108689.9807 | -56837.4052 |
Total P&L (%) | 263.6544 | 243.8904 | 19.764 | 51.8526 | 108.69 | -56.8374 |
Avg Daily Profit (%) | 0.2165 | 0.2003 | 0.0162 | 0.0343 | 0.0604 | -0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95687 | -85216 | -105722 | -235247 | -225685 | -209601 |
Profit Factor | 1.2766 | 1.5136 | 1.0413 | 1.0336 | 1.1371 | 0.9243 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 54.2222 | 53.5714 | 54.8673 | 54.2222 | 53.5714 | 54.8673 |
Ratio Avg Win / Avg Loss | 1.0778 | 1.3118 | 0.8566 | 0.8726 | 0.9855 | 0.7603 |
Largest Winning Trade | 72482 | 72482 | 24940 | 92185 | 92185 | 46104 |
Largest Losing Trade | -53419 | -37368 | -53419 | -105746 | -105746 | -80931 |
Avg Bars in Trades | 63 | 69 | 56 | 63 | 69 | 56 |
Avg Bars in Winners | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Losers | 63 | 76 | 50 | 63 | 76 | 50 |
Bars Traded | 14235 | 7809 | 6426 | 14235 | 7809 | 6426 |
Profit Streak | 10.3277 | 0 | 12.661 | 10.3277 | 0 | 12.661 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363025 | 331907 | -353954 | -331124 | -183431 | -579787 |
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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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