Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363598.2363 | 126563.5167 | 237034.7196 | 331794.4609 | 162905.6473 | 168888.8136 |
Total P&L (%) | 363.5982 | 126.5635 | 237.0347 | 331.7945 | 162.9056 | 168.8888 |
Avg Daily Profit (%) | 0.2462 | 0.0857 | 0.1605 | 0.0991 | 0.0655 | 0.067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108222 | -142683 | -73773 | -1087498 | -943999 | -699116 |
Profit Factor | 1.3442 | 1.2158 | 1.5044 | 1.0618 | 1.0603 | 1.0634 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 50.2008 | 46.4 | 54.0323 | 50.2008 | 46.4 | 54.0323 |
Ratio Avg Win / Avg Loss | 1.3335 | 1.4045 | 1.2799 | 1.0534 | 1.2248 | 0.9047 |
Largest Winning Trade | 51005 | 51005 | 45591 | 439078 | 422176 | 439078 |
Largest Losing Trade | -42022 | -34919 | -42022 | -594831 | -260108 | -594831 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 2914 | 1462 | 1452 | 2914 | 1462 | 1452 |
Profit Streak | 0 | 0 | 35.8208 | 0 | 0 | 35.8208 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359149 | -80328 | 366591 | -211582 | -261060 | -254357 |
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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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