Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429388.6874 | 304611.041 | 124777.6465 | 336152.8964 | 57213.0732 | 278939.8232 |
Total P&L (%) | 429.3887 | 304.611 | 124.7776 | 336.1529 | 57.2131 | 278.9398 |
Avg Daily Profit (%) | 0.2226 | 0.1579 | 0.0647 | 0.0764 | 0.0235 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146093 | -105101 | -95993 | -2735611 | -1774133 | -1340287 |
Profit Factor | 1.4245 | 1.5596 | 1.2671 | 1.031 | 1.0091 | 1.0613 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 49.0291 | 50.4854 | 47.5728 | 49.0291 | 50.4854 | 47.5728 |
Ratio Avg Win / Avg Loss | 1.4809 | 1.5296 | 1.3964 | 1.0718 | 0.9897 | 1.1696 |
Largest Winning Trade | 93305 | 93305 | 57556 | 1081823 | 1081823 | 641245 |
Largest Losing Trade | -36537 | -27759 | -36537 | -502375 | -502375 | -437081 |
Avg Bars in Trades | 109 | 93 | 125 | 109 | 93 | 125 |
Avg Bars in Winners | 119 | 93 | 146 | 119 | 93 | 146 |
Avg Bars in Losers | 100 | 94 | 106 | 100 | 94 | 106 |
Bars Traded | 22587 | 9646 | 12941 | 22587 | 9646 | 12941 |
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 | 336948 | 353727 | -107900 | -276682 | -374792 | -254981 |
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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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