Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491392.3715 | 403079.5601 | 88312.8114 | 367529.6077 | 781953.9211 | -414424.3134 |
Total P&L (%) | 491.3924 | 403.0796 | 88.3128 | 367.5296 | 781.9539 | -414.4243 |
Avg Daily Profit (%) | 0.3037 | 0.2491 | 0.0546 | 0.0954 | 0.1346 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104417 | -131155 | -97793 | -1053124 | -1046674 | -1167138 |
Profit Factor | 1.6132 | 1.905 | 1.2481 | 1.0656 | 1.2632 | 0.8424 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 46.4286 | 45.5357 | 47.3214 | 46.4286 | 45.5357 | 47.3214 |
Ratio Avg Win / Avg Loss | 1.8614 | 2.2786 | 1.3894 | 1.2296 | 1.5108 | 0.9378 |
Largest Winning Trade | 172498 | 172498 | 49949 | 636046 | 636046 | 219017 |
Largest Losing Trade | -35719 | -35719 | -33543 | -406917 | -349434 | -406917 |
Avg Bars in Trades | 83 | 84 | 82 | 83 | 84 | 82 |
Avg Bars in Winners | 111 | 119 | 103 | 111 | 119 | 103 |
Avg Bars in Losers | 59 | 54 | 63 | 59 | 54 | 63 |
Bars Traded | 18694 | 9436 | 9258 | 18694 | 9436 | 9258 |
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 | 408410 | 347957 | -121562 | -214222 | -13894 | -582075 |
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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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