Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577275.9056 | 532974.7442 | 44301.1614 | 44498.3224 | 211227.1053 | -166728.7829 |
Total P&L (%) | 577.2759 | 532.9747 | 44.3012 | 44.4983 | 211.2271 | -166.7288 |
Avg Daily Profit (%) | 0.3611 | 0.3334 | 0.0277 | 0.023 | 0.071 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160007 | -147671 | -63089 | -550644 | -488017 | -335529 |
Profit Factor | 1.5147 | 1.8617 | 1.0881 | 1.0133 | 1.1207 | 0.8956 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 114 | 50 | 64 | 114 | 50 | 64 |
Losing Trades | 107 | 61 | 46 | 107 | 61 | 46 |
Profitability (%) | 51.5837 | 45.045 | 58.1818 | 51.5837 | 45.045 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.4217 | 2.2712 | 0.7821 | 0.9511 | 1.3672 | 0.6437 |
Largest Winning Trade | 298581 | 298581 | 33902 | 453840 | 453840 | 139814 |
Largest Losing Trade | -49726 | -39603 | -49726 | -197308 | -136569 | -197308 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Losers | 18 | 21 | 14 | 18 | 21 | 14 |
Bars Traded | 4563 | 2552 | 2011 | 4563 | 2552 | 2011 |
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 | 448213 | 388908 | -281936 | -369854 | -187772 | -579701 |
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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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