Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336035.7206 | 222073.5757 | 113962.145 | 588318.8097 | 477708.4339 | 110610.3758 |
Total P&L (%) | 336.0357 | 222.0736 | 113.9621 | 588.3188 | 477.7084 | 110.6104 |
Avg Daily Profit (%) | 0.3226 | 0.2132 | 0.1094 | 0.1854 | 0.1685 | 0.0715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68641 | -84307 | -47982 | -617205 | -342370 | -431022 |
Profit Factor | 1.4483 | 1.6156 | 1.2931 | 1.2229 | 1.3574 | 1.0849 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 46.1538 | 43.8462 | 48.4615 | 46.1538 | 43.8462 | 48.4615 |
Ratio Avg Win / Avg Loss | 1.6897 | 2.069 | 1.3752 | 1.4267 | 1.7385 | 1.1538 |
Largest Winning Trade | 77060 | 77060 | 29868 | 345765 | 345765 | 175729 |
Largest Losing Trade | -24061 | -16566 | -24061 | -236219 | -178157 | -236219 |
Avg Bars in Trades | 95 | 98 | 91 | 95 | 98 | 91 |
Avg Bars in Winners | 127 | 133 | 122 | 127 | 133 | 122 |
Avg Bars in Losers | 67 | 71 | 62 | 67 | 71 | 62 |
Bars Traded | 24706 | 12821 | 11885 | 24706 | 12821 | 11885 |
Profit Streak | 8.3342 | 23.7509 | 0 | 8.3342 | 23.7509 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407055 | 332002 | -47693 | 290232 | 263811 | -225407 |
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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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