Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549486.0256 | 419491.0509 | 129994.9747 | 258005.1569 | -64472.1539 | 322477.3108 |
Total P&L (%) | 549.486 | 419.4911 | 129.995 | 258.0052 | -64.4722 | 322.4773 |
Avg Daily Profit (%) | 0.3151 | 0.2405 | 0.0745 | 0.0732 | -0.0593 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113464 | -142909 | -65990 | -556724 | -396350 | -218286 |
Profit Factor | 1.6583 | 1.9875 | 1.3171 | 1.1474 | 0.9334 | 1.4122 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 48.5577 | 45.1923 | 51.9231 | 48.5577 | 45.1923 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.7568 | 2.4104 | 1.2196 | 1.2156 | 1.132 | 1.3076 |
Largest Winning Trade | 254728 | 254728 | 57701 | 239226 | 239226 | 194344 |
Largest Losing Trade | -61759 | -33973 | -61759 | -173946 | -173946 | -95464 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 33 | 28 | 37 | 33 | 28 | 37 |
Avg Bars in Losers | 16 | 13 | 19 | 16 | 13 | 19 |
Bars Traded | 5162 | 2150 | 3012 | 5162 | 2150 | 3012 |
Profit Streak | 0 | 0 | 11.9769 | 0 | 0 | 11.9769 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466839 | 355486 | -92360 | -152832 | -580980 | -80952 |
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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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