Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447904.6086 | 237201.8091 | 210702.7994 | 216796.3719 | 47231.0608 | 169565.3111 |
Total P&L (%) | 447.9046 | 237.2018 | 210.7028 | 216.7964 | 47.2311 | 169.5653 |
Avg Daily Profit (%) | 0.291 | 0.1541 | 0.1369 | 0.075 | 0.0251 | 0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143635 | -101329 | -97205 | -1876789 | -969191 | -1230682 |
Profit Factor | 1.3789 | 1.3961 | 1.3612 | 1.0267 | 1.0123 | 1.0396 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 43.083 | 40.9449 | 45.2381 | 43.083 | 40.9449 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.8216 | 2.0137 | 1.6477 | 1.3564 | 1.46 | 1.2585 |
Largest Winning Trade | 256842 | 256842 | 60598 | 588639 | 588639 | 584704 |
Largest Losing Trade | -27189 | -24118 | -27189 | -531193 | -306933 | -531193 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3030 | 1424 | 1606 | 3030 | 1424 | 1606 |
Profit Streak | 10.6247 | 17.1247 | 0 | 10.6247 | 17.1247 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346926 | 220345 | -10486 | -284476 | -370772 | -285585 |
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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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