Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376452.9482 | 306145.8483 | 70307.0999 | 251954.5441 | 251480.4868 | 474.0573 |
Total P&L (%) | 376.4529 | 306.1458 | 70.3071 | 251.9545 | 251.4805 | 0.4741 |
Avg Daily Profit (%) | 0.3614 | 0.2939 | 0.0675 | 0.1209 | 0.1207 | 0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88579 | -88156 | -33892 | -455016 | -372397 | -172346 |
Profit Factor | 1.5779 | 1.662 | 1.3722 | 1.1528 | 1.2198 | 1.0009 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 43.8247 | 40.8 | 46.8254 | 43.8247 | 40.8 | 46.8254 |
Ratio Avg Win / Avg Loss | 2.0226 | 2.4115 | 1.5582 | 1.4777 | 1.77 | 1.1367 |
Largest Winning Trade | 290671 | 290671 | 24565 | 535210 | 535210 | 38155 |
Largest Losing Trade | -18170 | -18170 | -10856 | -101649 | -101649 | -78095 |
Avg Bars in Trades | 98 | 166 | 30 | 98 | 166 | 30 |
Avg Bars in Winners | 131 | 242 | 35 | 131 | 242 | 35 |
Avg Bars in Losers | 72 | 113 | 27 | 72 | 113 | 27 |
Bars Traded | 24679 | 20774 | 3905 | 24679 | 20774 | 3905 |
Profit Streak | 9.3764 | 0 | 15.1681 | 9.3764 | 0 | 15.1681 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412988 | 279770 | -101142 | -84525 | -34910 | -577440 |
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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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