Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413990.5709 | 247882.633 | 166107.9379 | 428700.83 | 172895.2051 | 255805.6249 |
Total P&L (%) | 413.9906 | 247.8826 | 166.1079 | 428.7008 | 172.8952 | 255.8056 |
Avg Daily Profit (%) | 0.2195 | 0.1315 | 0.0881 | 0.0884 | 0.0533 | 0.0673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98360 | -109044 | -56925 | -540854 | -571718 | -319303 |
Profit Factor | 1.4409 | 1.4904 | 1.3832 | 1.11 | 1.0821 | 1.1429 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 168 | 78 | 90 | 168 | 78 | 90 |
Losing Trades | 117 | 65 | 52 | 117 | 65 | 52 |
Profitability (%) | 58.9474 | 54.5455 | 63.3803 | 58.9474 | 54.5455 | 63.3803 |
Ratio Avg Win / Avg Loss | 1.0035 | 1.242 | 0.7992 | 0.7731 | 0.9017 | 0.6604 |
Largest Winning Trade | 72128 | 72128 | 44390 | 227407 | 227407 | 159734 |
Largest Losing Trade | -64858 | -64858 | -38465 | -287862 | -287862 | -186869 |
Avg Bars in Trades | 19 | 26 | 12 | 19 | 26 | 12 |
Avg Bars in Winners | 16 | 22 | 11 | 16 | 22 | 11 |
Avg Bars in Losers | 24 | 31 | 15 | 24 | 31 | 15 |
Bars Traded | 5580 | 3752 | 1828 | 5580 | 3752 | 1828 |
Profit Streak | 0 | 0 | 41.106 | 0 | 0 | 41.106 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419806 | -15592 | -73167 | -173226 | -253011 | -164726 |
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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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