Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563932.3951 | 484364.2204 | 79568.1747 | 525652.8228 | 2084383.44 | -1558730.6172 |
Total P&L (%) | 563.9324 | 484.3642 | 79.5682 | 525.6528 | 2084.3834 | -1558.7306 |
Avg Daily Profit (%) | 0.2967 | 0.2548 | 0.0419 | 0.0965 | 0.1624 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154599 | -129016 | -118857 | -3821543 | -2296161 | -4100144 |
Profit Factor | 1.5372 | 1.8884 | 1.1577 | 1.0331 | 1.2835 | 0.8176 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 51.4151 | 50.9434 | 51.8868 | 51.4151 | 50.9434 | 51.8868 |
Ratio Avg Win / Avg Loss | 1.4526 | 1.8185 | 1.0735 | 0.9762 | 1.236 | 0.7582 |
Largest Winning Trade | 161725 | 161725 | 40263 | 938449 | 938449 | 917143 |
Largest Losing Trade | -41049 | -40548 | -41049 | -1734504 | -974772 | -1734504 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 3780 | 1918 | 1862 | 3780 | 1918 | 1862 |
Profit Streak | 0 | 22.588 | 0 | 0 | 22.588 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430854 | 444600 | -183799 | -247973 | 301494 | -580527 |
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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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