Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381182.499 | 238634.4937 | 142548.0052 | 492236.7341 | 349111.9654 | 143124.7686 |
Total P&L (%) | 381.1825 | 238.6345 | 142.548 | 492.2367 | 349.112 | 143.1248 |
Avg Daily Profit (%) | 0.2271 | 0.1422 | 0.0849 | 0.106 | 0.0895 | 0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159543 | -72284 | -105149 | -3498821 | -1882344 | -2018905 |
Profit Factor | 1.5779 | 1.8386 | 1.3801 | 1.0591 | 1.0923 | 1.0315 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 49.0741 | 43.5185 | 54.6296 | 49.0741 | 43.5185 | 54.6296 |
Ratio Avg Win / Avg Loss | 1.6375 | 2.3863 | 1.1462 | 1.0991 | 1.4177 | 0.8567 |
Largest Winning Trade | 106086 | 106086 | 54869 | 970667 | 970667 | 811001 |
Largest Losing Trade | -50334 | -32224 | -50334 | -840864 | -619325 | -840864 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Losers | 27 | 21 | 33 | 27 | 21 | 33 |
Bars Traded | 9881 | 4271 | 5610 | 9881 | 4271 | 5610 |
Profit Streak | 0 | 30.0255 | 0 | 0 | 30.0255 | 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 | 414594 | -2003 | -78664 | -206162 | -194651 | -309436 |
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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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