Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126545.6396 | 94152.6257 | 32393.0139 | 63201.2001 | 150607.6225 | -87406.4224 |
Total P&L (%) | 126.5456 | 94.1526 | 32.393 | 63.2012 | 150.6076 | -87.4064 |
Avg Daily Profit (%) | 1.4577 | 1.0846 | 0.3731 | 0.5658 | 1.0639 | -2.3585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50180 | -29393 | -50180 | -164383 | -35478 | -164383 |
Profit Factor | 1.5082 | 1.7688 | 1.2559 | 1.161 | 2.0722 | 0.6534 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 40.1826 | 36.6972 | 43.6364 | 40.1826 | 36.6972 | 43.6364 |
Ratio Avg Win / Avg Loss | 2.2451 | 3.0512 | 1.6222 | 1.7283 | 3.5745 | 0.844 |
Largest Winning Trade | 100436 | 100436 | 75702 | 164148 | 164148 | 70417 |
Largest Losing Trade | -50180 | -5391 | -50180 | -164383 | -5372 | -164383 |
Avg Bars in Trades | 112 | 169 | 55 | 112 | 169 | 55 |
Avg Bars in Winners | 170 | 285 | 75 | 170 | 285 | 75 |
Avg Bars in Losers | 73 | 101 | 41 | 73 | 101 | 41 |
Bars Traded | 24585 | 18436 | 6149 | 24585 | 18436 | 6149 |
Profit Streak | 0 | 0.9927 | 0 | 0 | 0.9927 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402083 | 215868 | 88033 | -36680 | 236297 | -585460 |
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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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