Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579119.5448 | 446806.1678 | 132313.377 | 405956.7209 | 162379.5071 | 243577.2138 |
Total P&L (%) | 579.1195 | 446.8062 | 132.3134 | 405.9567 | 162.3795 | 243.5772 |
Avg Daily Profit (%) | 0.3597 | 0.2775 | 0.0822 | 0.1008 | 0.0599 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114962 | -115434 | -73254 | -307555 | -297636 | -98642 |
Profit Factor | 1.611 | 1.9204 | 1.2862 | 1.2634 | 1.2 | 1.3341 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 130 | 70 | 60 | 130 | 70 | 60 |
Profitability (%) | 36.5854 | 32.0388 | 41.1765 | 36.5854 | 32.0388 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.7924 | 4.0737 | 1.8374 | 2.19 | 2.5454 | 1.9058 |
Largest Winning Trade | 304021 | 304021 | 30644 | 225889 | 225889 | 115992 |
Largest Losing Trade | -32152 | -24573 | -32152 | -57019 | -57019 | -55852 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 3193 | 1579 | 1614 | 3193 | 1579 | 1614 |
Profit Streak | 0 | 0 | 48.6732 | 0 | 0 | 48.6732 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309111 | 177964 | -84566 | -61365 | -119306 | -91595 |
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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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