Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463406.7004 | 429949.4958 | 33457.2047 | 90809.5593 | 344861.2532 | -254051.6939 |
Total P&L (%) | 463.4067 | 429.9495 | 33.4572 | 90.8096 | 344.8613 | -254.0517 |
Avg Daily Profit (%) | 0.1918 | 0.1779 | 0.0138 | 0.0267 | 0.0618 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107588 | -93355 | -123896 | -513886 | -515512 | -539224 |
Profit Factor | 1.4498 | 1.8404 | 1.0645 | 1.0271 | 1.2029 | 0.846 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 44.7115 | 44.2308 | 45.1923 | 44.7115 | 44.2308 | 45.1923 |
Ratio Avg Win / Avg Loss | 1.7927 | 2.3205 | 1.291 | 1.2701 | 1.5167 | 1.0261 |
Largest Winning Trade | 213557 | 213557 | 66713 | 242942 | 242942 | 214181 |
Largest Losing Trade | -45900 | -36933 | -45900 | -233410 | -174061 | -233410 |
Avg Bars in Trades | 33 | 25 | 42 | 33 | 25 | 42 |
Avg Bars in Winners | 46 | 25 | 67 | 46 | 25 | 67 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 7036 | 2659 | 4377 | 7036 | 2659 | 4377 |
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 | 312945 | 312533 | -328877 | -348832 | -112073 | -581258 |
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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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