Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507725.7534 | 389743.9571 | 117981.7963 | 64963.7899 | 439997.7145 | -375033.9246 |
Total P&L (%) | 507.7258 | 389.744 | 117.9818 | 64.9638 | 439.9977 | -375.0339 |
Avg Daily Profit (%) | 0.3442 | 0.2642 | 0.08 | 0.0339 | 0.1144 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228372 | -156124 | -102221 | -1951385 | -1031048 | -994957 |
Profit Factor | 1.5443 | 1.6525 | 1.3516 | 1.0154 | 1.1825 | 0.7914 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 49.2308 | 43.8776 | 54.6392 | 49.2308 | 43.8776 | 54.6392 |
Ratio Avg Win / Avg Loss | 1.5925 | 2.1136 | 1.1221 | 1.0472 | 1.5125 | 0.657 |
Largest Winning Trade | 341930 | 341930 | 29144 | 1159997 | 1159997 | 121805 |
Largest Losing Trade | -37716 | -37716 | -27102 | -558026 | -378723 | -558026 |
Avg Bars in Trades | 21 | 25 | 18 | 21 | 25 | 18 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 20 | 24 | 16 | 20 | 24 | 16 |
Bars Traded | 4275 | 2526 | 1749 | 4275 | 2526 | 1749 |
Profit Streak | 0 | 0 | 15.9524 | 0 | 0 | 15.9524 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466478 | 320531 | -84594 | -350435 | -61318 | -579615 |
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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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