Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346712.0655 | 164351.6139 | 182360.4516 | 320483.5099 | 40586.4799 | 279897.03 |
Total P&L (%) | 346.7121 | 164.3516 | 182.3605 | 320.4835 | 40.5865 | 279.897 |
Avg Daily Profit (%) | 0.2156 | 0.1022 | 0.1134 | 0.0893 | 0.0212 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146043 | -118015 | -66564 | -1877175 | -1410087 | -622068 |
Profit Factor | 1.343 | 1.3074 | 1.383 | 1.0691 | 1.0152 | 1.143 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 133 | 59 | 74 | 133 | 59 | 74 |
Losing Trades | 119 | 67 | 52 | 119 | 67 | 52 |
Profitability (%) | 52.7778 | 46.8254 | 58.7302 | 52.7778 | 46.8254 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.2016 | 1.4846 | 0.9719 | 0.9566 | 1.1528 | 0.8032 |
Largest Winning Trade | 59231 | 59231 | 41769 | 400449 | 400449 | 193188 |
Largest Losing Trade | -46832 | -26711 | -46832 | -419725 | -308082 | -419725 |
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 | 4577 | 2289 | 2288 | 4577 | 2289 | 2288 |
Profit Streak | 12.5905 | 12.5905 | 54.9238 | 12.5905 | 12.5905 | 54.9238 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401035 | -56988 | -40045 | -216781 | -371151 | -144310 |
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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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