Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400773.812 | 307677.3543 | 93096.4577 | 303743.9798 | 442896.596 | -139152.6162 |
Total P&L (%) | 400.7738 | 307.6774 | 93.0965 | 303.744 | 442.8966 | -139.1526 |
Avg Daily Profit (%) | 0.3288 | 0.2524 | 0.0764 | 0.1146 | 0.1389 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164389 | -81399 | -141458 | -717836 | -334915 | -581981 |
Profit Factor | 1.2925 | 1.4574 | 1.1335 | 1.0703 | 1.2125 | 0.9378 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Losing Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Profitability (%) | 48.3645 | 48.1308 | 48.5981 | 48.3645 | 48.1308 | 48.5981 |
Ratio Avg Win / Avg Loss | 1.3799 | 1.5706 | 1.1989 | 1.1426 | 1.3067 | 0.992 |
Largest Winning Trade | 102935 | 102935 | 34842 | 246243 | 246243 | 102446 |
Largest Losing Trade | -39836 | -39836 | -26905 | -138500 | -138500 | -109875 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 4864 | 2491 | 2373 | 4864 | 2491 | 2373 |
Profit Streak | 0 | 0 | 18.9039 | 0 | 0 | 18.9039 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382991 | 372291 | -163308 | -181427 | -7970 | -579415 |
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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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