Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353701.9487 | 262112.7891 | 91589.1597 | 31340.5649 | 293135.8315 | -261795.2666 |
Total P&L (%) | 353.7019 | 262.1128 | 91.5892 | 31.3406 | 293.1358 | -261.7953 |
Avg Daily Profit (%) | 0.2028 | 0.1503 | 0.0525 | 0.0156 | 0.0785 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196059 | -194166 | -111343 | -471879 | -354281 | -384174 |
Profit Factor | 1.2598 | 1.356 | 1.1466 | 1.0125 | 1.2345 | 0.7929 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 147 | 68 | 79 | 147 | 68 | 79 |
Losing Trades | 135 | 73 | 62 | 135 | 73 | 62 |
Profitability (%) | 52.1277 | 48.227 | 56.0284 | 52.1277 | 48.227 | 56.0284 |
Ratio Avg Win / Avg Loss | 1.157 | 1.4557 | 0.8998 | 0.9298 | 1.3252 | 0.6222 |
Largest Winning Trade | 151190 | 151190 | 29185 | 301614 | 301614 | 61878 |
Largest Losing Trade | -42116 | -30880 | -42116 | -127918 | -127918 | -122852 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5205 | 2615 | 2589 | 5205 | 2615 | 2589 |
Profit Streak | 0 | 0 | 44.3176 | 0 | 0 | 44.3176 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342423 | 253060 | -181479 | -381410 | -89031 | -578478 |
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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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