Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637011.445 | 534443.5033 | 102567.9416 | 40215.688 | -217030.1864 | 257245.8745 |
Total P&L (%) | 637.0114 | 534.4435 | 102.5679 | 40.2157 | -217.0302 | 257.2459 |
Avg Daily Profit (%) | 0.431 | 0.3616 | 0.0694 | 0.0229 | 0 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128387 | -166532 | -76118 | -627186 | -691418 | -349445 |
Profit Factor | 1.7347 | 2.1176 | 1.2638 | 1.0135 | 0.8754 | 1.2063 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 109 | 47 | 62 | 109 | 47 | 62 |
Losing Trades | 111 | 63 | 48 | 111 | 63 | 48 |
Profitability (%) | 49.5455 | 42.7273 | 56.3636 | 49.5455 | 42.7273 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.7665 | 2.8386 | 0.9784 | 1.0321 | 1.1734 | 0.9339 |
Largest Winning Trade | 537697 | 537697 | 64981 | 482473 | 482473 | 204842 |
Largest Losing Trade | -45349 | -25916 | -45349 | -152409 | -140179 | -152409 |
Avg Bars in Trades | 26 | 21 | 31 | 26 | 21 | 31 |
Avg Bars in Winners | 33 | 25 | 39 | 33 | 25 | 39 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 5798 | 2350 | 3448 | 5798 | 2350 | 3448 |
Profit Streak | 0 | 0 | 20.3401 | 0 | 0 | 20.3401 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523899 | 382831 | -100457 | -368985 | -581923 | -78424 |
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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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