Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538487.0226 | 349598.5738 | 188888.4488 | 732429.0506 | 910263.7996 | -177834.749 |
Total P&L (%) | 538.487 | 349.5986 | 188.8884 | 732.4291 | 910.2638 | -177.8347 |
Avg Daily Profit (%) | 0.5242 | 0.3403 | 0.1839 | 0.2065 | 0.2254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89272 | -76182 | -87511 | -1100156 | -698984 | -1293338 |
Profit Factor | 1.4651 | 1.5782 | 1.3415 | 1.1003 | 1.2631 | 0.9537 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 166 | 76 | 90 | 166 | 76 | 90 |
Losing Trades | 137 | 76 | 61 | 137 | 76 | 61 |
Profitability (%) | 54.7855 | 50 | 59.6026 | 54.7855 | 50 | 59.6026 |
Ratio Avg Win / Avg Loss | 1.2092 | 1.5782 | 0.9092 | 0.9081 | 1.2631 | 0.6464 |
Largest Winning Trade | 74545 | 74545 | 29437 | 593645 | 593645 | 219180 |
Largest Losing Trade | -77789 | -33021 | -77789 | -1081269 | -182086 | -1081269 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 3004 | 1502 | 1502 | 3004 | 1502 | 1502 |
Profit Streak | 6.1768 | 9.5101 | 0 | 6.1768 | 9.5101 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542836 | 464395 | 284837 | -100569 | 334700 | -579019 |
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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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