Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375407.6899 | 236694.7322 | 138712.9577 | 424300.3617 | 150642.2954 | 273658.0664 |
Total P&L (%) | 375.4077 | 236.6947 | 138.713 | 424.3004 | 150.6423 | 273.6581 |
Avg Daily Profit (%) | 0.2648 | 0.167 | 0.0978 | 0.1169 | 0.0648 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125963 | -95944 | -61094 | -779329 | -749663 | -154774 |
Profit Factor | 1.4706 | 1.4136 | 1.6155 | 1.1876 | 1.0878 | 1.5012 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 40.8907 | 37.3984 | 44.3548 | 40.8907 | 37.3984 | 44.3548 |
Ratio Avg Win / Avg Loss | 2.1259 | 2.3663 | 2.0267 | 1.7168 | 1.8209 | 1.8834 |
Largest Winning Trade | 131285 | 131285 | 33185 | 529209 | 529209 | 128161 |
Largest Losing Trade | -30714 | -30714 | -10054 | -307041 | -307041 | -86231 |
Avg Bars in Trades | 16 | 29 | 4 | 16 | 29 | 4 |
Avg Bars in Winners | 20 | 35 | 6 | 20 | 35 | 6 |
Avg Bars in Losers | 14 | 25 | 3 | 14 | 25 | 3 |
Bars Traded | 4180 | 3589 | 591 | 4180 | 3589 | 591 |
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 | 303856 | 157588 | -61429 | -51890 | -234033 | -68490 |
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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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