Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436024.7857 | 431702.6937 | 4322.092 | 86040.3662 | 423159.703 | -337119.3368 |
Total P&L (%) | 436.0248 | 431.7027 | 4.3221 | 86.0404 | 423.1597 | -337.1193 |
Avg Daily Profit (%) | 0.1738 | 0.1721 | 0.0017 | 0.0247 | 0.066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185242 | -117968 | -116902 | -1096921 | -788701 | -524812 |
Profit Factor | 1.3519 | 1.7225 | 1.0067 | 1.0238 | 1.2404 | 0.8178 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 54.1063 | 53.8462 | 54.3689 | 54.1063 | 53.8462 | 54.3689 |
Ratio Avg Win / Avg Loss | 1.1467 | 1.4765 | 0.8449 | 0.8684 | 1.0632 | 0.6863 |
Largest Winning Trade | 75775 | 75184 | 75775 | 379933 | 346883 | 379933 |
Largest Losing Trade | -45461 | -38274 | -45461 | -258017 | -258017 | -223808 |
Avg Bars in Trades | 70 | 71 | 70 | 70 | 71 | 70 |
Avg Bars in Winners | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Losers | 75 | 81 | 69 | 75 | 81 | 69 |
Bars Traded | 14633 | 7404 | 7228 | 14633 | 7404 | 7228 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338912 | 351272 | -570783 | -354171 | -104889 | -580491 |
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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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