Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449541.3886 | 360693.5483 | 88847.8403 | 470085.2923 | 473277.8722 | -3192.58 |
Total P&L (%) | 449.5414 | 360.6935 | 88.8478 | 470.0853 | 473.2779 | -3.1926 |
Avg Daily Profit (%) | 0.2051 | 0.1645 | 0.0405 | 0.0794 | 0.0797 | -0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165584 | -81250 | -107344 | -1043701 | -495957 | -830682 |
Profit Factor | 1.4316 | 1.6627 | 1.1787 | 1.085 | 1.1652 | 0.9988 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 46.4912 | 41.2281 | 51.7544 | 46.4912 | 41.2281 | 51.7544 |
Ratio Avg Win / Avg Loss | 1.6477 | 2.3702 | 1.0988 | 1.2488 | 1.661 | 0.9311 |
Largest Winning Trade | 98050 | 98050 | 56426 | 426663 | 305764 | 426663 |
Largest Losing Trade | -33265 | -21371 | -33265 | -267351 | -225612 | -267351 |
Avg Bars in Trades | 57 | 62 | 51 | 57 | 62 | 51 |
Avg Bars in Winners | 73 | 82 | 65 | 73 | 82 | 65 |
Avg Bars in Losers | 43 | 49 | 35 | 43 | 49 | 35 |
Bars Traded | 13005 | 7154 | 5851 | 13005 | 7154 | 5851 |
Profit Streak | 0 | 0 | 49.1033 | 0 | 0 | 49.1033 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341730 | 244978 | -161761 | -214049 | -127953 | -579811 |
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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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