Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270107.639 | 88695.0594 | 181412.5795 | 87775.4706 | 196716.6309 | -108941.1604 |
Total P&L (%) | 270.1076 | 88.6951 | 181.4126 | 87.7755 | 196.7166 | -108.9412 |
Avg Daily Profit (%) | 0.1819 | 0.0597 | 0.1222 | 0.0424 | 0.0733 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250292 | -141685 | -157004 | -1358934 | -689567 | -827617 |
Profit Factor | 1.2141 | 1.13 | 1.3132 | 1.0196 | 1.0857 | 0.9499 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Profitability (%) | 52.1739 | 49.0683 | 55.2795 | 52.1739 | 49.0683 | 55.2795 |
Ratio Avg Win / Avg Loss | 1.1129 | 1.1729 | 1.0623 | 0.9347 | 1.1269 | 0.7685 |
Largest Winning Trade | 44512 | 44512 | 40491 | 335663 | 335663 | 188241 |
Largest Losing Trade | -36592 | -36592 | -31597 | -348333 | -296967 | -348333 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4222 | 2111 | 2111 | 4222 | 2111 | 2111 |
Profit Streak | 0 | 0 | 51.998 | 0 | 0 | 51.998 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333676 | -190513 | -26928 | -334566 | -221151 | -577986 |
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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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