Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455313.679 | 322859.3533 | 132454.3257 | 249236.3746 | 524380.6367 | -275144.2621 |
Total P&L (%) | 455.3137 | 322.8594 | 132.4543 | 249.2364 | 524.3806 | -275.1443 |
Avg Daily Profit (%) | 0.4423 | 0.3136 | 0.1287 | 0.1215 | 0.1781 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116003 | -105399 | -76150 | -1449039 | -404458 | -1256049 |
Profit Factor | 1.5026 | 1.6538 | 1.3215 | 1.0771 | 1.3603 | 0.8451 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 104 | 42 | 62 | 104 | 42 | 62 |
Losing Trades | 98 | 59 | 39 | 98 | 59 | 39 |
Profitability (%) | 51.4851 | 41.5842 | 61.3861 | 51.4851 | 41.5842 | 61.3861 |
Ratio Avg Win / Avg Loss | 1.4159 | 2.3232 | 0.8312 | 1.015 | 1.9109 | 0.5316 |
Largest Winning Trade | 217495 | 217495 | 27762 | 501472 | 501472 | 191769 |
Largest Losing Trade | -67157 | -33601 | -67157 | -1207678 | -167312 | -1207678 |
Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 4002 | 2029 | 1972 | 4002 | 2029 | 1972 |
Profit Streak | 0 | 0 | 20.1733 | 0 | 0 | 20.1733 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451502 | 303990 | -20688 | -164900 | 220812 | -578754 |
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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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