Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398647.4109 | 394278.8568 | 4368.5541 | 9428.5009 | 329004.5575 | -319576.0567 |
Total P&L (%) | 398.6474 | 394.2789 | 4.3686 | 9.4285 | 329.0046 | -319.5761 |
Avg Daily Profit (%) | 0.1647 | 0.1629 | 0.0018 | 0.0037 | 0.0602 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108350 | -102539 | -139320 | -402101 | -360765 | -519473 |
Profit Factor | 1.3842 | 1.7779 | 1.0082 | 1.004 | 1.2913 | 0.7414 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Profitability (%) | 44.9275 | 46.6019 | 43.2692 | 44.9275 | 46.6019 | 43.2692 |
Ratio Avg Win / Avg Loss | 1.6967 | 2.0372 | 1.3219 | 1.2307 | 1.4797 | 0.9721 |
Largest Winning Trade | 213557 | 213557 | 65993 | 164800 | 164800 | 145291 |
Largest Losing Trade | -42195 | -36933 | -42195 | -205289 | -118075 | -205289 |
Avg Bars in Trades | 34 | 25 | 42 | 34 | 25 | 42 |
Avg Bars in Winners | 46 | 29 | 64 | 46 | 29 | 64 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 7061 | 2670 | 4391 | 7061 | 2670 | 4391 |
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 | 293036 | 336687 | -570547 | -570651 | -113837 | -583672 |
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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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