Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295000.798 | 87623.1256 | 207377.6724 | 146980.7801 | 45780.4545 | 101200.3256 |
Total P&L (%) | 295.0008 | 87.6231 | 207.3777 | 146.9808 | 45.7805 | 101.2003 |
Avg Daily Profit (%) | 0.2289 | 0.068 | 0.1609 | 0.0702 | 0.0293 | 0.0543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84064 | -72130 | -69141 | -341190 | -261724 | -294657 |
Profit Factor | 1.3049 | 1.1652 | 1.4744 | 1.072 | 1.0429 | 1.1038 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 50.6073 | 46.3415 | 54.8387 | 50.6073 | 46.3415 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.2736 | 1.3492 | 1.2142 | 1.0462 | 1.2076 | 0.909 |
Largest Winning Trade | 97635 | 97635 | 40136 | 188433 | 188433 | 74623 |
Largest Losing Trade | -48437 | -28166 | -48437 | -180813 | -90519 | -180813 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3820 | 1904 | 1916 | 3820 | 1904 | 1916 |
Profit Streak | 8.3464 | 0 | 13.6797 | 8.3464 | 0 | 13.6797 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370913 | -142321 | 349809 | -238267 | -330228 | -227186 |
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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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