Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592145.1174 | 481462.218 | 110682.8994 | 696610.8048 | 890627.6913 | -194016.8865 |
Total P&L (%) | 592.1451 | 481.4622 | 110.6829 | 696.6108 | 890.6277 | -194.0169 |
Avg Daily Profit (%) | 0.2365 | 0.1923 | 0.0442 | 0.0829 | 0.0916 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104741 | -109681 | -103291 | -1192263 | -994810 | -806210 |
Profit Factor | 1.6059 | 2.0252 | 1.218 | 1.0959 | 1.2737 | 0.9516 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 127 | 71 | 56 | 127 | 71 | 56 |
Profitability (%) | 41.4747 | 34.8624 | 48.1481 | 41.4747 | 34.8624 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.2661 | 3.784 | 1.3117 | 1.5465 | 2.3799 | 1.0248 |
Largest Winning Trade | 234280 | 234280 | 46597 | 870458 | 870458 | 421925 |
Largest Losing Trade | -42075 | -20274 | -42075 | -520584 | -182591 | -520584 |
Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 4935 | 2428 | 2507 | 4935 | 2428 | 2507 |
Profit Streak | 0 | 0 | 145.24 | 0 | 0 | 145.24 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341560 | 199121 | -133602 | -197614 | -75041 | -578437 |
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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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