Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420428.9974 | 393770.3013 | 26658.6961 | 26002.6955 | 296052.2448 | -270049.5493 |
Total P&L (%) | 420.429 | 393.7703 | 26.6587 | 26.0027 | 296.0522 | -270.0495 |
Avg Daily Profit (%) | 0.1681 | 0.1574 | 0.0107 | 0.0092 | 0.055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131767 | -137943 | -95494 | -709600 | -511897 | -392895 |
Profit Factor | 1.4686 | 1.9138 | 1.0572 | 1.009 | 1.2016 | 0.8117 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 51.6746 | 51.4286 | 51.9231 | 51.6746 | 51.4286 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.3734 | 1.8075 | 0.9789 | 0.9436 | 1.1349 | 0.7515 |
Largest Winning Trade | 336777 | 336777 | 60967 | 570026 | 570026 | 154464 |
Largest Losing Trade | -41441 | -41441 | -35498 | -293276 | -293276 | -178106 |
Avg Bars in Trades | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Winners | 44 | 31 | 58 | 44 | 31 | 58 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 7266 | 2870 | 4396 | 7266 | 2870 | 4396 |
Profit Streak | 0 | 0 | 5.7305 | 0 | 0 | 5.7305 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351844 | 398861 | -340639 | -394978 | -119747 | -580103 |
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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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