Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304847.6028 | 223687.1977 | 81160.4051 | 222113.9722 | 148885.1481 | 73228.824 |
Total P&L (%) | 304.8476 | 223.6872 | 81.1604 | 222.114 | 148.8851 | 73.2288 |
Avg Daily Profit (%) | 0.2927 | 0.2147 | 0.0779 | 0.1124 | 0.0876 | 0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196983 | -135714 | -91659 | -2570325 | -2126975 | -990875 |
Profit Factor | 1.4001 | 1.5236 | 1.2425 | 1.0259 | 1.0308 | 1.0196 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 125 | 56 | 69 | 125 | 56 | 69 |
Losing Trades | 142 | 78 | 64 | 142 | 78 | 64 |
Profitability (%) | 46.8165 | 41.791 | 51.8797 | 46.8165 | 41.791 | 51.8797 |
Ratio Avg Win / Avg Loss | 1.5905 | 2.1221 | 1.1525 | 1.1654 | 1.4358 | 0.9457 |
Largest Winning Trade | 116304 | 116304 | 37538 | 1407033 | 1407033 | 507062 |
Largest Losing Trade | -23380 | -19287 | -23380 | -433435 | -433435 | -399495 |
Avg Bars in Trades | 92 | 78 | 106 | 92 | 78 | 106 |
Avg Bars in Winners | 119 | 108 | 127 | 119 | 108 | 127 |
Avg Bars in Losers | 68 | 56 | 83 | 68 | 56 | 83 |
Bars Traded | 24644 | 10499 | 14145 | 24644 | 10499 | 14145 |
Profit Streak | 0 | 0 | 7.3332 | 0 | 0 | 7.3332 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373632 | 249017 | -88461 | -234849 | -266060 | -322382 |
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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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