Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298073.0693 | 206078.7496 | 91994.3197 | -33364.5044 | 72579.3614 | -105943.8658 |
Total P&L (%) | 298.0731 | 206.0788 | 91.9943 | -33.3645 | 72.5794 | -105.9439 |
Avg Daily Profit (%) | 0.2904 | 0.2008 | 0.0896 | -0.0395 | 0.0532 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86404 | -96290 | -104142 | -219515 | -144495 | -213386 |
Profit Factor | 1.3064 | 1.3941 | 1.2044 | 0.9687 | 1.1473 | 0.8151 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 137 | 66 | 71 | 137 | 66 | 71 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 58.0508 | 55.9322 | 60.1695 | 58.0508 | 55.9322 | 60.1695 |
Ratio Avg Win / Avg Loss | 0.944 | 1.0984 | 0.7973 | 0.7 | 0.9039 | 0.5396 |
Largest Winning Trade | 94968 | 94968 | 26410 | 83988 | 83988 | 33268 |
Largest Losing Trade | -76131 | -36869 | -76131 | -213386 | -47899 | -213386 |
Avg Bars in Trades | 103 | 112 | 93 | 103 | 112 | 93 |
Avg Bars in Winners | 81 | 81 | 81 | 81 | 81 | 81 |
Avg Bars in Losers | 133 | 151 | 112 | 133 | 151 | 112 |
Bars Traded | 24325 | 13241 | 11084 | 24325 | 13241 | 11084 |
Profit Streak | 0 | 0 | 16.7482 | 0 | 0 | 16.7482 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328622 | 317332 | -73825 | -578499 | -181528 | -579127 |
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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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