Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720735.2034 | 608448.9522 | 112286.2512 | 158025.995 | 214956.8094 | -56930.8144 |
Total P&L (%) | 720.7352 | 608.449 | 112.2863 | 158.026 | 214.9568 | -56.9308 |
Avg Daily Profit (%) | 0.3885 | 0.328 | 0.0605 | 0.0511 | 0.0619 | -0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201126 | -127448 | -198695 | -225816 | -126444 | -225431 |
Profit Factor | 1.3914 | 1.8001 | 1.1039 | 1.1191 | 1.3963 | 0.9274 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Losing Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Profitability (%) | 51.5152 | 50.9091 | 52.1212 | 51.5152 | 50.9091 | 52.1212 |
Ratio Avg Win / Avg Loss | 1.3095 | 1.7358 | 1.014 | 1.0533 | 1.3465 | 0.8519 |
Largest Winning Trade | 196080 | 196080 | 54771 | 83368 | 83368 | 69564 |
Largest Losing Trade | -77946 | -41919 | -77946 | -93396 | -54405 | -93396 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3654 | 1826 | 1828 | 3654 | 1826 | 1828 |
Profit Streak | 9.571 | 0 | 15.071 | 9.571 | 0 | 15.071 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473637 | 477028 | -216926 | -211307 | -108941 | -579330 |
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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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