Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572798.7018 | 482638.2052 | 90160.4966 | 203616.1239 | 345455.0928 | -141838.9688 |
Total P&L (%) | 572.7987 | 482.6382 | 90.1605 | 203.6161 | 345.4551 | -141.839 |
Avg Daily Profit (%) | 0.2378 | 0.2003 | 0.0374 | 0.0461 | 0.062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139462 | -94586 | -155006 | -1595510 | -1581189 | -1435772 |
Profit Factor | 1.4808 | 1.7417 | 1.1667 | 1.0256 | 1.0803 | 0.961 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Losing Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Profitability (%) | 46.2617 | 49.5327 | 42.9907 | 46.2617 | 49.5327 | 42.9907 |
Ratio Avg Win / Avg Loss | 1.7201 | 1.7746 | 1.5472 | 1.1914 | 1.1006 | 1.2744 |
Largest Winning Trade | 137697 | 137697 | 49579 | 709709 | 709709 | 607413 |
Largest Losing Trade | -56123 | -54429 | -56123 | -819902 | -447927 | -819902 |
Avg Bars in Trades | 43 | 53 | 34 | 43 | 53 | 34 |
Avg Bars in Winners | 57 | 60 | 53 | 57 | 60 | 53 |
Avg Bars in Losers | 32 | 46 | 20 | 32 | 46 | 20 |
Bars Traded | 9396 | 5727 | 3668 | 9396 | 5727 | 3668 |
Profit Streak | 0 | 0 | 12.6878 | 0 | 0 | 12.6878 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371749 | 377086 | -180827 | -323994 | -242791 | -581024 |
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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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