Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491946.1534 | 262941.8521 | 229004.3013 | 198660.801 | 116604.8118 | 82055.9892 |
Total P&L (%) | 491.9462 | 262.9419 | 229.0043 | 198.6608 | 116.6048 | 82.056 |
Avg Daily Profit (%) | 0.2961 | 0.1583 | 0.1378 | 0.0659 | 0.0465 | 0.0361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194499 | -159195 | -116908 | -630096 | -298705 | -416471 |
Profit Factor | 1.361 | 1.3707 | 1.3505 | 1.0719 | 1.0801 | 1.0628 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 140 | 76 | 64 | 140 | 76 | 64 |
Profitability (%) | 45.5253 | 41.0853 | 50 | 45.5253 | 41.0853 | 50 |
Ratio Avg Win / Avg Loss | 1.6285 | 1.9655 | 1.3505 | 1.2827 | 1.5489 | 1.0628 |
Largest Winning Trade | 141316 | 141316 | 55839 | 239933 | 239933 | 117275 |
Largest Losing Trade | -39935 | -34206 | -39935 | -146562 | -146562 | -139788 |
Avg Bars in Trades | 12 | 9 | 15 | 12 | 9 | 15 |
Avg Bars in Winners | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Losers | 10 | 7 | 13 | 10 | 7 | 13 |
Bars Traded | 3296 | 1284 | 2012 | 3296 | 1284 | 2012 |
Profit Streak | 0 | 0 | 24.0385 | 0 | 0 | 24.0385 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356120 | 197645 | -8032 | -246476 | -265435 | -295526 |
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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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