Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720160.8813 | 550490.2461 | 169670.6352 | 545265.7733 | 1444897.041 | -899631.2677 |
Total P&L (%) | 720.1609 | 550.4902 | 169.6706 | 545.2658 | 1444.897 | -899.6313 |
Avg Daily Profit (%) | 0.4866 | 0.372 | 0.1146 | 0.1261 | 0.1851 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193291 | -139427 | -85865 | -4633251 | -2375838 | -2516344 |
Profit Factor | 1.7551 | 1.925 | 1.4732 | 1.0481 | 1.2286 | 0.8206 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 109 | 46 | 63 | 109 | 46 | 63 |
Losing Trades | 100 | 59 | 41 | 100 | 59 | 41 |
Profitability (%) | 52.1531 | 43.8095 | 60.5769 | 52.1531 | 43.8095 | 60.5769 |
Ratio Avg Win / Avg Loss | 1.6102 | 2.4691 | 0.9587 | 0.9616 | 1.5758 | 0.534 |
Largest Winning Trade | 341930 | 341930 | 57141 | 2920874 | 2920874 | 431016 |
Largest Losing Trade | -31689 | -31689 | -30594 | -1479869 | -885436 | -1479869 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 20 | 23 | 18 | 20 | 23 | 18 |
Avg Bars in Losers | 20 | 24 | 15 | 20 | 24 | 15 |
Bars Traded | 4289 | 2503 | 1786 | 4289 | 2503 | 1786 |
Profit Streak | 0 | 0 | 20.9924 | 0 | 0 | 20.9924 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556772 | 387316 | -38551 | -191936 | 225548 | -578854 |
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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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