Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364608.1984 | 132439.7926 | 232168.4057 | 447353.5735 | 129073.947 | 318279.6265 |
Total P&L (%) | 364.6082 | 132.4398 | 232.1684 | 447.3536 | 129.0739 | 318.2796 |
Avg Daily Profit (%) | 0.2469 | 0.0897 | 0.1572 | 0.1152 | 0.0562 | 0.097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138062 | -82423 | -92209 | -781936 | -670646 | -533329 |
Profit Factor | 1.5228 | 1.3556 | 1.7144 | 1.1245 | 1.066 | 1.1943 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 49.6732 | 49.3506 | 50 | 49.6732 | 49.3506 | 50 |
Ratio Avg Win / Avg Loss | 1.5428 | 1.3913 | 1.7144 | 1.1393 | 1.094 | 1.1943 |
Largest Winning Trade | 105818 | 105818 | 70254 | 381415 | 381415 | 269390 |
Largest Losing Trade | -34552 | -27103 | -34552 | -189945 | -189945 | -171506 |
Avg Bars in Trades | 114 | 87 | 141 | 114 | 87 | 141 |
Avg Bars in Winners | 143 | 100 | 187 | 143 | 100 | 187 |
Avg Bars in Losers | 85 | 75 | 95 | 85 | 75 | 95 |
Bars Traded | 17478 | 6742 | 10736 | 17478 | 6742 | 10736 |
Profit Streak | 0 | 0 | 15.9867 | 0 | 0 | 15.9867 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405117 | -115001 | -38375 | -122164 | -308098 | -119211 |
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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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