Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357142.7833 | 263586.6488 | 93556.1346 | -104312.0071 | 6222.6344 | -110534.6415 |
Total P&L (%) | 357.1428 | 263.5866 | 93.5561 | -104.312 | 6.2226 | -110.5346 |
Avg Daily Profit (%) | 0.3429 | 0.253 | 0.0898 | 0 | 0.0058 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108194 | -72953 | -107992 | -128476 | -3163 | -126486 |
Profit Factor | 1.451 | 1.7321 | 1.2167 | 0.3287 | 1.306 | 0.1815 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 165 | 81 | 84 | 90 | 46 | 44 |
Losing Trades | 91 | 47 | 44 | 166 | 82 | 84 |
Profitability (%) | 64.4531 | 63.2813 | 65.625 | 35.1563 | 35.9375 | 34.375 |
Ratio Avg Win / Avg Loss | 0.8003 | 1.005 | 0.6373 | 0.6062 | 2.3281 | 0.3465 |
Largest Winning Trade | 32844 | 32844 | 21748 | 12326 | 12326 | 10035 |
Largest Losing Trade | -100206 | -44128 | -100206 | -123074 | -2921 | -123074 |
Avg Bars in Trades | 97 | 106 | 87 | 97 | 106 | 87 |
Avg Bars in Winners | 72 | 77 | 67 | 140 | 158 | 121 |
Avg Bars in Losers | 141 | 155 | 125 | 73 | 76 | 70 |
Bars Traded | 24839 | 13601 | 11238 | 24839 | 13601 | 11238 |
Profit Streak | 10.012 | 10.012 | 20.5537 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449940 | 447010 | -71866 | -585211 | -355031 | -587068 |
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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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