Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224180.0737 | 179084.9928 | 45095.0809 | 179370.3762 | 310264.8111 | -130894.4349 |
Total P&L (%) | 224.1801 | 179.085 | 45.0951 | 179.3704 | 310.2648 | -130.8944 |
Avg Daily Profit (%) | 0.2152 | 0.1719 | 0.0433 | 0.0987 | 0.1356 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97126 | -59982 | -64720 | -540348 | -255991 | -436608 |
Profit Factor | 1.3192 | 1.5185 | 1.1264 | 1.0833 | 1.3129 | 0.8873 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 50.655 | 49.1228 | 52.1739 | 50.655 | 49.1228 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.2851 | 1.5727 | 1.0325 | 1.0553 | 1.3597 | 0.8134 |
Largest Winning Trade | 68197 | 68197 | 24388 | 201312 | 201312 | 89893 |
Largest Losing Trade | -28663 | -18420 | -28663 | -234962 | -91974 | -234962 |
Avg Bars in Trades | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Winners | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Losers | 105 | 108 | 102 | 105 | 108 | 102 |
Bars Traded | 24604 | 12284 | 12320 | 24604 | 12284 | 12320 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332490 | 335480 | -218330 | -188859 | -12425 | -580744 |
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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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