Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397671.2261 | 361448.6295 | 36222.5966 | 38532.8457 | 220867.0099 | -182334.1643 |
Total P&L (%) | 397.6712 | 361.4486 | 36.2226 | 38.5328 | 220.867 | -182.3342 |
Avg Daily Profit (%) | 0.2227 | 0.2024 | 0.0203 | 0.0183 | 0.0653 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123618 | -108974 | -102233 | -627080 | -398935 | -425590 |
Profit Factor | 1.325 | 1.5883 | 1.0595 | 1.011 | 1.1196 | 0.8891 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 118 | 52 | 66 | 118 | 52 | 66 |
Losing Trades | 119 | 67 | 52 | 119 | 67 | 52 |
Profitability (%) | 49.789 | 43.6975 | 55.9322 | 49.789 | 43.6975 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.3362 | 2.0464 | 0.8347 | 1.0196 | 1.4426 | 0.7005 |
Largest Winning Trade | 116317 | 116317 | 48328 | 394683 | 394683 | 92316 |
Largest Losing Trade | -46527 | -46527 | -42130 | -186919 | -186919 | -153350 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 28 | 31 | 24 | 28 | 31 | 24 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 6963 | 3761 | 3202 | 6963 | 3761 | 3202 |
Profit Streak | 0 | 0 | 20.1754 | 0 | 0 | 20.1754 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341556 | 284741 | -323748 | -377767 | -197366 | -579416 |
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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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