Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488254.7531 | 436070.2816 | 52184.4715 | 263412.0809 | 669877.0421 | -406464.9612 |
Total P&L (%) | 488.2548 | 436.0703 | 52.1845 | 263.4121 | 669.877 | -406.465 |
Avg Daily Profit (%) | 0.2596 | 0.2318 | 0.0277 | 0.0686 | 0.1086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123657 | -72343 | -127792 | -1059641 | -506450 | -766822 |
Profit Factor | 1.4775 | 1.8953 | 1.0975 | 1.1015 | 1.5352 | 0.6972 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Losing Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Profitability (%) | 53.3654 | 58.6538 | 48.0769 | 53.3654 | 58.6538 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.2912 | 1.336 | 1.1853 | 0.9626 | 1.0822 | 0.753 |
Largest Winning Trade | 230217 | 230217 | 47670 | 879377 | 879377 | 360859 |
Largest Losing Trade | -43499 | -34238 | -43499 | -443008 | -443008 | -365896 |
Avg Bars in Trades | 103 | 90 | 115 | 103 | 90 | 115 |
Avg Bars in Winners | 108 | 96 | 122 | 108 | 96 | 122 |
Avg Bars in Losers | 96 | 81 | 108 | 96 | 81 | 108 |
Bars Traded | 21441 | 9435 | 12006 | 21441 | 9435 | 12006 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389666 | 404091 | -271333 | -210275 | -45266 | -581803 |
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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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