Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360629.1058 | 112853.584 | 247775.5218 | 647151.4772 | 25277.3328 | 621874.1444 |
Total P&L (%) | 360.6291 | 112.8536 | 247.7755 | 647.1515 | 25.2773 | 621.8741 |
Avg Daily Profit (%) | 0.279 | 0.0873 | 0.1917 | 0.1557 | 0.0174 | 0.153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82865 | -74494 | -64536 | -1181013 | -1078286 | -933422 |
Profit Factor | 1.4622 | 1.2953 | 1.6226 | 1.1372 | 1.0108 | 1.2627 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Profitability (%) | 45.7447 | 44.6809 | 46.8085 | 45.7447 | 44.6809 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.7343 | 1.6037 | 1.8438 | 1.3488 | 1.2514 | 1.4348 |
Largest Winning Trade | 60873 | 60873 | 60201 | 360501 | 360501 | 316457 |
Largest Losing Trade | -37682 | -31101 | -37682 | -516114 | -229313 | -516114 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 3867 | 1687 | 2180 | 3867 | 1687 | 2180 |
Profit Streak | 0 | 0 | 18.0334 | 0 | 0 | 18.0334 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380898 | -77207 | 379589 | -61796 | -383744 | 266915 |
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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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