Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443825.5406 | 347500.9651 | 96324.5755 | 247251.1114 | 336163.828 | -88912.7165 |
Total P&L (%) | 443.8255 | 347.501 | 96.3246 | 247.2511 | 336.1638 | -88.9127 |
Avg Daily Profit (%) | 0.1935 | 0.1515 | 0.042 | 0.0543 | 0.0642 | -0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113783 | -137847 | -103260 | -334326 | -320306 | -280583 |
Profit Factor | 1.5484 | 1.9146 | 1.2243 | 1.131 | 1.3811 | 0.9115 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Profitability (%) | 43.4579 | 44.8598 | 42.0561 | 43.4579 | 44.8598 | 42.0561 |
Ratio Avg Win / Avg Loss | 2.0146 | 2.3534 | 1.6869 | 1.4716 | 1.6976 | 1.2559 |
Largest Winning Trade | 189220 | 189220 | 66899 | 301196 | 301196 | 97846 |
Largest Losing Trade | -43382 | -24920 | -43382 | -153976 | -78407 | -153976 |
Avg Bars in Trades | 62 | 53 | 71 | 62 | 53 | 71 |
Avg Bars in Winners | 94 | 71 | 119 | 94 | 71 | 119 |
Avg Bars in Losers | 37 | 38 | 37 | 37 | 38 | 37 |
Bars Traded | 13410 | 5712 | 7698 | 13410 | 5712 | 7698 |
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 | 318745 | 308645 | -139449 | -198237 | -107757 | -582469 |
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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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