Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393039.156 | 312430.5922 | 80608.5639 | 159895.599 | 3165.4488 | 156730.1502 |
Total P&L (%) | 393.0392 | 312.4306 | 80.6086 | 159.8956 | 3.1654 | 156.7302 |
Avg Daily Profit (%) | 0.2047 | 0.1628 | 0.042 | 0.0498 | 0.0016 | 0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137395 | -91283 | -99390 | -1873904 | -1002039 | -873003 |
Profit Factor | 1.3518 | 1.5361 | 1.1508 | 1.0232 | 1.0008 | 1.051 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Losing Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Profitability (%) | 53.3582 | 54.4776 | 52.2388 | 53.3582 | 54.4776 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.1817 | 1.2836 | 1.0522 | 0.8944 | 0.8363 | 0.9609 |
Largest Winning Trade | 110063 | 110063 | 54312 | 580871 | 580871 | 291276 |
Largest Losing Trade | -43241 | -43241 | -32754 | -564980 | -564980 | -275749 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 5386 | 2918 | 2468 | 5386 | 2918 | 2468 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366382 | 341605 | -191049 | -320959 | -577039 | -293065 |
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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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