Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583305.3749 | 528520.5529 | 54784.822 | 112707.2413 | 344610.2718 | -231903.0305 |
Total P&L (%) | 583.3054 | 528.5206 | 54.7848 | 112.7072 | 344.6103 | -231.903 |
Avg Daily Profit (%) | 0.2409 | 0.2183 | 0.0226 | 0.0312 | 0.0616 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129994 | -80775 | -115168 | -812747 | -809670 | -647767 |
Profit Factor | 1.5806 | 1.9939 | 1.1158 | 1.0243 | 1.1465 | 0.8989 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Profitability (%) | 47.4419 | 48.5981 | 46.2963 | 47.4419 | 48.5981 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.751 | 2.1089 | 1.2944 | 1.1347 | 1.2126 | 1.0427 |
Largest Winning Trade | 313490 | 313490 | 59489 | 386522 | 386522 | 325492 |
Largest Losing Trade | -43142 | -29061 | -43142 | -426254 | -197654 | -426254 |
Avg Bars in Trades | 32 | 28 | 37 | 32 | 28 | 37 |
Avg Bars in Winners | 46 | 38 | 54 | 46 | 38 | 54 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 7093 | 3091 | 4002 | 7093 | 3091 | 4002 |
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 | 411387 | 412045 | -258465 | -344949 | -170540 | -580818 |
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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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