Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509793.298 | 471914.8533 | 37878.4447 | -9893.5549 | -20261.9581 | 10368.4033 |
Total P&L (%) | 509.7933 | 471.9149 | 37.8784 | -9.8936 | -20.262 | 10.3684 |
Avg Daily Profit (%) | 0.2169 | 0.2007 | 0.0161 | -0.0044 | -0.0096 | 0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211841 | -78703 | -259428 | -208770 | -112334 | -152883 |
Profit Factor | 1.4433 | 1.9301 | 1.059 | 0.9889 | 0.9535 | 1.0228 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 47.4178 | 43.9252 | 50.9434 | 47.4178 | 43.9252 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.6005 | 2.464 | 1.0197 | 1.0966 | 1.2172 | 0.9849 |
Largest Winning Trade | 196647 | 196647 | 64979 | 125373 | 125373 | 46135 |
Largest Losing Trade | -74274 | -29397 | -74274 | -34960 | -26132 | -34960 |
Avg Bars in Trades | 65 | 45 | 85 | 65 | 45 | 85 |
Avg Bars in Winners | 98 | 56 | 134 | 98 | 56 | 134 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 13868 | 4832 | 9036 | 13868 | 4832 | 9036 |
Profit Streak | 0 | 0 | 6.649 | 0 | 0 | 6.649 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373083 | 311799 | -328875 | -579000 | -581743 | -538103 |
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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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