Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414207.2136 | 258664.503 | 155542.7107 | 145160.5297 | 411718.1788 | -266557.6491 |
Total P&L (%) | 414.2072 | 258.6645 | 155.5427 | 145.1605 | 411.7182 | -266.5576 |
Avg Daily Profit (%) | 0.4025 | 0.2514 | 0.1512 | 0.0872 | 0.1588 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132988 | -109231 | -84523 | -1268485 | -346453 | -1085709 |
Profit Factor | 1.4465 | 1.5031 | 1.3761 | 1.0493 | 1.3013 | 0.8313 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 106 | 42 | 64 | 106 | 42 | 64 |
Losing Trades | 98 | 60 | 38 | 98 | 60 | 38 |
Profitability (%) | 51.9608 | 41.1765 | 62.7451 | 51.9608 | 41.1765 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.3373 | 2.1473 | 0.8171 | 0.9701 | 1.8589 | 0.4936 |
Largest Winning Trade | 218829 | 218829 | 27294 | 450528 | 450528 | 130800 |
Largest Losing Trade | -67157 | -31277 | -67157 | -1016527 | -148410 | -1016527 |
Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 3922 | 2004 | 1918 | 3922 | 2004 | 1918 |
Profit Streak | 0 | 0 | 19.7512 | 0 | 0 | 19.7512 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429521 | 254176 | 298440 | -242966 | 181279 | -578573 |
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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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