Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480148.8005 | 470871.4734 | 9277.3271 | 20860.9236 | 215547.9233 | -194686.9997 |
Total P&L (%) | 480.1488 | 470.8715 | 9.2773 | 20.8609 | 215.5479 | -194.687 |
Avg Daily Profit (%) | 0.2552 | 0.2503 | 0.0049 | 0.0101 | 0.0611 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169066 | -93587 | -107862 | -535974 | -329092 | -314532 |
Profit Factor | 1.5729 | 2.0611 | 1.0235 | 1.0107 | 1.2092 | 0.7898 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 43.128 | 40.566 | 45.7143 | 43.128 | 40.566 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.0741 | 3.0198 | 1.2154 | 1.3327 | 1.7716 | 0.9379 |
Largest Winning Trade | 463767 | 463767 | 64930 | 511751 | 511751 | 100913 |
Largest Losing Trade | -35807 | -35807 | -30007 | -120393 | -120393 | -106747 |
Avg Bars in Trades | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Winners | 53 | 43 | 61 | 53 | 43 | 61 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 7300 | 3133 | 4167 | 7300 | 3133 | 4167 |
Profit Streak | 0 | 0 | 9.0223 | 0 | 0 | 9.0223 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337941 | 299015 | -547489 | -396061 | -114370 | -581603 |
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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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