Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514078.1715 | 407399.0686 | 106679.1029 | 629773.914 | 481729.9016 | 148044.0124 |
Total P&L (%) | 514.0782 | 407.3991 | 106.6791 | 629.7739 | 481.7299 | 148.044 |
Avg Daily Profit (%) | 0.2339 | 0.1854 | 0.0485 | 0.0905 | 0.0802 | 0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160001 | -92671 | -111271 | -2194947 | -1291999 | -1503666 |
Profit Factor | 1.3952 | 1.7354 | 1.1429 | 1.077 | 1.1295 | 1.0332 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 164 | 76 | 88 | 164 | 76 | 88 |
Losing Trades | 130 | 71 | 59 | 130 | 71 | 59 |
Profitability (%) | 55.7823 | 51.7007 | 59.8639 | 55.7823 | 51.7007 | 59.8639 |
Ratio Avg Win / Avg Loss | 1.106 | 1.6212 | 0.7662 | 0.8537 | 1.0552 | 0.6927 |
Largest Winning Trade | 57490 | 57490 | 55058 | 619113 | 619113 | 438008 |
Largest Losing Trade | -55239 | -34520 | -55239 | -511115 | -472966 | -511115 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4384 | 2188 | 2196 | 4384 | 2188 | 2196 |
Profit Streak | 19.7737 | 27.2737 | 19.7737 | 19.7737 | 27.2737 | 19.7737 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454449 | 419762 | -191169 | -205644 | -163141 | -321430 |
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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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