Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400327.5092 | 359656.8305 | 40670.6787 | 54695.6207 | 228044.731 | -173349.1103 |
Total P&L (%) | 400.3275 | 359.6568 | 40.6707 | 54.6956 | 228.0447 | -173.3491 |
Avg Daily Profit (%) | 0.1601 | 0.1438 | 0.0163 | 0.0174 | 0.0475 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175870 | -134628 | -163603 | -423323 | -215393 | -390409 |
Profit Factor | 1.3831 | 1.7063 | 1.0759 | 1.034 | 1.341 | 0.8155 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 50.7109 | 50.9434 | 50.4762 | 50.7109 | 50.9434 | 50.4762 |
Ratio Avg Win / Avg Loss | 1.3443 | 1.6431 | 1.0556 | 1.005 | 1.2913 | 0.8001 |
Largest Winning Trade | 182272 | 182272 | 50150 | 144406 | 108589 | 144406 |
Largest Losing Trade | -42790 | -32572 | -42790 | -155712 | -144875 | -155712 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 4751 | 2539 | 2212 | 4751 | 2539 | 2212 |
Profit Streak | 0 | 0 | 14.359 | 0 | 0 | 14.359 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336442 | 82632 | -309673 | -352204 | -128995 | -580120 |
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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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