Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437430.7388 | 338882.9789 | 98547.76 | 379636.1283 | 1218904.395 | -839268.2666 |
Total P&L (%) | 437.4307 | 338.883 | 98.5478 | 379.6361 | 1218.9044 | -839.2683 |
Avg Daily Profit (%) | 0.1982 | 0.1535 | 0.0446 | 0.071 | 0.1169 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151839 | -117875 | -124695 | -2349048 | -995815 | -1998125 |
Profit Factor | 1.4992 | 1.7414 | 1.2351 | 1.0583 | 1.3997 | 0.7575 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 52.6829 | 47.5728 | 57.8431 | 52.6829 | 47.5728 | 57.8431 |
Ratio Avg Win / Avg Loss | 1.3465 | 1.9191 | 0.9002 | 0.9505 | 1.5425 | 0.5521 |
Largest Winning Trade | 93331 | 93331 | 44528 | 579149 | 579149 | 302394 |
Largest Losing Trade | -66479 | -28912 | -66479 | -841648 | -489345 | -841648 |
Avg Bars in Trades | 63 | 62 | 64 | 63 | 62 | 64 |
Avg Bars in Winners | 70 | 62 | 76 | 70 | 62 | 76 |
Avg Bars in Losers | 56 | 62 | 48 | 56 | 62 | 48 |
Bars Traded | 13049 | 6445 | 6604 | 13049 | 6445 | 6604 |
Profit Streak | 0 | 0 | 59.8139 | 0 | 0 | 59.8139 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371786 | 334843 | -133968 | -254708 | -35922 | -579483 |
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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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