Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334313.3689 | 152377.8515 | 181935.5174 | 254311.2481 | 139704.5811 | 114606.667 |
Total P&L (%) | 334.3134 | 152.3779 | 181.9355 | 254.3112 | 139.7046 | 114.6067 |
Avg Daily Profit (%) | 0.2263 | 0.1032 | 0.1232 | 0.0857 | 0.0592 | 0.0517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81394 | -101609 | -111946 | -481004 | -586468 | -588916 |
Profit Factor | 1.3402 | 1.2885 | 1.4005 | 1.0676 | 1.0724 | 1.0625 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 47.1111 | 44.6429 | 49.5575 | 47.1111 | 44.6429 | 49.5575 |
Ratio Avg Win / Avg Loss | 1.5046 | 1.5977 | 1.4255 | 1.1985 | 1.3298 | 1.0815 |
Largest Winning Trade | 56581 | 56581 | 45170 | 204409 | 204409 | 140428 |
Largest Losing Trade | -38816 | -30016 | -38816 | -257051 | -183256 | -257051 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 2735 | 1359 | 1376 | 2735 | 1359 | 1376 |
Profit Streak | 0 | 24.3835 | 0 | 0 | 24.3835 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346285 | -55643 | -28017 | -224430 | -256266 | -275793 |
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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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